lookout-package {lookout} | R Documentation |
lookout: Leave One Out Kernel Density Estimates for Outlier Detection
Description
Outlier detection using leave-one-out kernel density estimates and extreme value theory. The bandwidth for kernel density estimates is computed using persistent homology, a technique in topological data analysis. Using peak-over-threshold method, a generalized Pareto distribution is fitted to the log of leave-one-out kde values to identify outliers.
Author(s)
Maintainer: Sevvandi Kandanaarachchi sevvandik@gmail.com (ORCID)
Authors:
Rob Hyndman rob.hyndman@monash.edu (ORCID)
Other contributors:
Chris Fraley fraley@u.washington.edu [contributor]
See Also
Useful links:
[Package lookout version 0.1.4 Index]