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

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Description

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

Usage

1
KLIEP(x, y, sigma = "auto", kernel_num = 100, fold = 5, verbose = TRUE)

Arguments

x

numeric vector or matrix as data from a numerator distribution p_nu(x).

y

numeric vector or matrix as data from a denominator distribution p_de(y).

sigma

positive numeric vector as a search range of Gaussian kernel bandwidth.

kernel_num

positive integer as number of kernels.

fold

positive integer as a numer of the folds of cross validation.

verbose

logical(default TRUE).

Value

KLIEP object that contains the function to estimate density ratio.