Estimate Density Ratio p_nu(x)/p_de(y) by KLIEP (Kullback-Leibler Importance Estimation Procedure)
1 |
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). |
KLIEP object that contains the function to estimate density ratio.
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