1. A method of detecting anomalous events, comprising: receiving a first log file including a first plurality of events from a first data source; receiving a second log file including a second plurality of events from a second data source that is a different type than the first data source; using the first log file, generating a first anomaly score, the generation being derived from an area associated with a probability density function of the first log file; using the second log file, generating a second anomaly score, the generation being derived from an area associated with a probability density function of the second log file; and comparing the first and second anomaly scores.