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lookout

swMATH ID: 42798
Software Authors: Sevvandi Kandanaarachchi, Rob Hyndman
Description: R package lookout: 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.
Homepage: https://cran.r-project.org/web/packages/lookout/index.html
Source Code:  https://github.com/cran/lookout
Dependencies: R
Related Software: evd; outselect; SiZer; TDAstats; ismev
Cited in: 1 Document

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