Description Usage Arguments Details Value Note Author(s) References See Also Examples

This function is used to train a GPD classifier. It can be used to perform open set classification based on the generalized Pareto distribution.

1 | ```
gpdcTrain(train, k)
``` |

`train` |
a data matrix containing the train data. Class labels should not be included. |

`k` |
the number of upper order statistics to be used. |

For details on the method and parameters see Vignotto and Engelke (2018).

A list of three elements.

`pshapes` |
the estimated rescaled shape parameters for each point in the training dataset. |

`balls` |
the estimated radius for each point in the training dataset. |

`k` |
the number of upper order statistics used. |

Data are not scaled internally; any preprocessing has to be done externally.

Edoardo Vignotto

edoardo.vignotto@unige.ch

Vignotto, E., & Engelke, S. (2018). Extreme Value Theory for Open Set Classification-GPD and GEV Classifiers. *arXiv preprint arXiv:1808.09902*.

1 2 3 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.