Leave One Out Kernel Density Estimates for Outlier Detection

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.


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install.packages("lookout")

0.1.0 by Sevvandi Kandanaarachchi, 8 months ago


https://sevvandi.github.io/lookout/


Browse source code at https://github.com/cran/lookout


Authors: Sevvandi Kandanaarachchi [aut, cre] , Rob Hyndman [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports TDAstats, evd, RANN, ggplot2, tidyr

Suggests knitr, rmarkdown


See at CRAN