uLSIF: Estimate Density Ratio p(x)/q(x) by uLSIF (unconstrained...

In densratio: Density Ratio Estimation

Description

Estimate Density Ratio p(x)/q(x) by uLSIF (unconstrained Least-Square Importance Fitting)

Usage

uLSIF(x1, x2, sigma = 10^seq(-3, 1, length.out = 9),
  lambda = 10^seq(-3, 1, length.out = 9), kernel_num = 100,
  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.
lambda	positive numeric vector. Search range of regularization parameter.
kernel_num	positive integer. Number of kernels.
verbose	logical(default TRUE).

Value

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

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