evtclass

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

CRAN Package

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) doi:10.48550/arXiv.1808.09902.

  • Version1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release11/16/2018

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  • Imports3 packages