KLIEP: Estimate Density Ratio p(x)/q(y) by KLIEP (Kullback-Leibler...

Description Usage Arguments Value

Description

Estimate Density Ratio p(x)/q(y) by KLIEP (Kullback-Leibler Importance Estimation Procedure)

Usage

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KLIEP(x, y, sigma = "auto", kernel_num = 100, fold = 5,
  verbose = TRUE)

Arguments

x

numeric vector or matrix. Data from a numerator distribution p(x).

y

numeric vector or matrix. Data from a denominator distribution q(y).

sigma

positive numeric vector. Search range of Gaussian kernel bandwidth.

kernel_num

positive integer. Number of kernels.

fold

positive integer. Numer of the folds of cross validation.

verbose

logical(default TRUE).

Value

KLIEP object that contains a function to compute estimated density ratio.


densratio documentation built on May 9, 2019, 1:03 a.m.