Density Ratio Estimation


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Documentation for package ‘densratio’ version 0.2.1

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densratio Estimate Density Ratio p(x)/q(x)
KLIEP Estimate Density Ratio p(x)/q(x) by KLIEP (Kullback-Leibler Importance Estimation Procedure)
RuLSIF Estimate alpha-Relative Density Ratio p(x)/(alpha p(x) + (1-alpha) q(x)) by RuLSIF (Relative unconstrained Least-Square Importance Fitting)
squared_euclid_distance Compute Squared Euclid Distance
uLSIF Estimate Density Ratio p(x)/q(x) by uLSIF (unconstrained Least-Square Importance Fitting)