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

In densratio: Density Ratio Estimation

Description

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

Usage

KLIEP(x1, x2, sigma = "auto", kernel_num = 100, fold = 5,
  verbose = TRUE)

Arguments

x1	numeric vector or matrix. Data from a numerator distribution p(x).
x2	numeric vector or matrix. Data from a denominator distribution q(x).
sigma	positive numeric vector. Search range of Gaussian kernel bandwidth.
kernel_num	positive integer. Number of kernels.
fold	positive integer. Number 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 July 1, 2019, 1:02 a.m.