This function is used to train a GEV classifier. It can be used to perform open set classification based on the generalized extreme value distribution.
a data matrix containing the train data. Class labels should not be included.
For details on the method and parameters see Vignotto and Engelke (2018).
A numeric vector of two elements containing the estimated parameters of the fitted reversed Weibull.
Data are not scaled internally; any preprocessing has to be done externally.
Vignotto, E., & Engelke, S. (2018). Extreme Value Theory for Open Set Classification - GPD and GEV Classifiers. arXiv preprint arXiv:1808.09902.
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