gevcTrain {evtclass} | R Documentation |
GEV Classifier - training
Description
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.
Usage
gevcTrain(train)
Arguments
train |
a data matrix containing the train data. Class labels should not be included. |
Details
For details on the method and parameters see Vignotto and Engelke (2018).
Value
A numeric vector of two elements containing the estimated parameters of the fitted reversed Weibull.
Note
Data are not scaled internally; any preprocessing has to be done externally.
Author(s)
Edoardo Vignotto
edoardo.vignotto@unige.ch
References
Vignotto, E., & Engelke, S. (2018). Extreme Value Theory for Open Set Classification - GPD and GEV Classifiers. arXiv preprint arXiv:1808.09902.
See Also
Examples
trainset <- LETTER[1:15000,]
knowns <- trainset[trainset$class==1, -1]
gevClassifier <- gevcTrain(train = knowns)
[Package evtclass version 1.0 Index]