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.
Version: | 0.1.2 |
Imports: | TDAstats, evd, RANN, ggplot2, tidyr |
Suggests: | knitr, rmarkdown |
Published: | 2022-08-26 |
Author: | Sevvandi Kandanaarachchi [aut, cre], Rob Hyndman [aut] |
Maintainer: | Sevvandi Kandanaarachchi <sevvandik at gmail.com> |
License: | GPL-3 |
URL: | https://sevvandi.github.io/lookout/ |
NeedsCompilation: | no |
Materials: | README |
CRAN checks: | lookout results |
Reference manual: | lookout.pdf |
Package source: | lookout_0.1.2.tar.gz |
Windows binaries: | r-devel: lookout_0.1.2.zip, r-release: lookout_0.1.2.zip, r-oldrel: lookout_0.1.2.zip |
macOS binaries: | r-release (arm64): lookout_0.1.2.tgz, r-oldrel (arm64): lookout_0.1.2.tgz, r-release (x86_64): lookout_0.1.2.tgz, r-oldrel (x86_64): lookout_0.1.2.tgz |
Old sources: | lookout archive |
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