make_ratio_obj: make "ratio" object

In hhau/sugiyamastudy: Wrap densityratiosugiyama for simulation study purposes

Description

estimates the density ratio for two density objects.

Usage

make_ratio_obj(numerator_density, denominator_density, ratio_method,
  ratio_lambda, keep_samples = TRUE, ...)

Arguments

numerator_density	a "density_sugi" object representing the density of the numerator.
denominator_density	a "density_sugi" object representing the density of the denominator.
ratio_method	string: either "clisf" for CLISF fitting (L1 penalty, no positivity constraint), or "ulsif" for ULSIF fitting (L2 penalty, with positivity constraint).
ratio_lambda	positive numeric: value of regularisation parameter.
keep_samples	boolean: keep the samples used for estimating the density ratio or not.
...	named list of other options passed to either clsif or ulsif

Value

an S3 object of type "ratio_sugi", with components:

• numerator_density S3 object of type "density" for the numerator.

• denominator_density S3 object of type "density" for the denominator.

• ratio_method see: ratio_method.

• ratio function: evaluates the estimated density at the requested location.

• basis_estimate list, basis estimate. see clsif and eval.basis.

• plot_limits list, named elements are some reasonable(?) bounds for plots

hhau/sugiyamastudy documentation built on May 7, 2019, 9:20 p.m.