Empirical Christoffel function for anomaly detection

This python module is an free and open source implementation of the empirical Christoffel function applied to outlier detection as proposed by Lasserre and Pauwels in The empirical Christoffel function with applications in data analysis.

Setup

This package is available on PyPI. If you use pip, simply execute:

python3 -m pip install --user ecf

Acknowledgements

I would like to thank Jean-Bernard Lasserre, Edouard Pauwels and Cyrius Nugier for their help in understanding and implementing this anomaly detector.