evtclass: Extreme Value Theory for Open Set Classification - GPD and GEV Classifiers

Two classifiers for open set recognition and novelty detection based on extreme value theory. The first classifier is based on the generalized Pareto distribution (GPD) and the second classifier is based on the generalized extreme value (GEV) distribution. For details, see Vignotto, E., & Engelke, S. (2018) <arXiv:1808.09902>.

Getting started

Package details

AuthorEdoardo Vignotto [aut, cre] (<https://orcid.org/0000-0001-9870-8020>)
MaintainerEdoardo Vignotto <[email protected]>
LicenseGPL-3
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("evtclass")

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evtclass documentation built on May 2, 2019, 4:16 a.m.