densratio: Estimate Density Ratio p(x)/q(x)

In densratio: Density Ratio Estimation

Description

Estimate Density Ratio p(x)/q(x)

Usage

densratio(x1, x2, method = c("uLSIF", "RuLSIF", "KLIEP"),
  sigma = "auto", lambda = "auto", alpha = 0.1, 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).
method	"uLSIF" (default), "RuLSIF", or "KLIEP".
sigma	positive numeric vector. Search range of Gaussian kernel bandwidth.
lambda	positive numeric vector. Search range of regularization parameter for uLSIF and RuLSIF.
alpha	numeric in [0, 1]. Relative parameter for RuLSIF. Default 0.1.
kernel_num	positive integer. Number of kernels.
fold	positive integer. Numer of the folds of cross validation for KLIEP.
verbose	logical (default TRUE).

Value

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

Examples

x1 <- rnorm(200, mean = 1, sd = 1/8)
x2 <- rnorm(200, mean = 1, sd = 1/2)

densratio_obj <- densratio(x1, x2)

new_x <- seq(0, 2, by = 0.05)
estimated_density_ratio <- densratio_obj$compute_density_ratio(new_x)

plot(new_x, estimated_density_ratio, pch=19)

densratio documentation built on July 1, 2019, 1:02 a.m.