evtclass (version 1.0)

gevcTrain: 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.

Value

A numeric vector of two elements containing the estimated parameters of the fitted reversed Weibull.

Details

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

References

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

See Also

gevcTest

Examples

# NOT RUN {
trainset <- LETTER[1:15000,]
knowns <- trainset[trainset$class==1, -1]
gevClassifier <- gevcTrain(train = knowns)
# }