Distribution Comparison Through Density Ratio Estimation
Bivariate plot
Univariate plot
Create a Gram matrix with squared Euclidean distances between observat...
A histogram of density ratio estimates
Obtain parameters from a kliep object
Obtain parameters from a kmm object
Obtain parameters from a lhss object
Extract parameters
Obtain parameters from a spectral object
Obtain parameters from a ulsif object
Create gaussian kernel gram matrix from distance matrix
Kullback-Leibler importance estimation procedure
Kernel mean matching approach to density ratio estimation
Least-squares heterodistributional subspace search
Naive density ratio estimation
Single permutation
Densityratio in two-dimensional plot
Scatter plot of density ratios and individual variables
Obtain predicted density ratio values from a kliep object
Obtain predicted density ratio values from a kmm object
Obtain predicted density ratio values from a lhss object
Obtain predicted density ratio values from a naivedensityratio objec...
Obtain predicted density ratio values from a spectral object
Obtain predicted density ratio values from a ulsif object
Print a kliep object
Print a kmm object
Print a lhss object
Print a naivedensityratio object
Print a spectral object
Print a summary.kliep object
Print a summary.kmm object
Print a summary.lhss object
Print a summary.naivedensityratio object
Print a summary.spectral object
Print a summary.ulsif object
Print a ulsif object
Spectral series based density ratio estimation
Extract summary from kliep object, including two-sample significance...
Extract summary from kmm object, including two-sample significance t...
Extract summary from lhss object, including two-sample significance ...
Extract summary from naivedensityraito object, including two-sample ...
Extract summary from spectral object, including two-sample significa...
Extract summary from ulsif object, including two-sample significance...
Unconstrained least-squares importance fitting
Fast, flexible and user-friendly tools for distribution comparison through direct density ratio estimation. The estimated density ratio can be used for covariate shift adjustment, outlier-detection, change-point detection, classification and evaluation of synthetic data quality. The package implements multiple non-parametric estimation techniques (unconstrained least-squares importance fitting, ulsif(), Kullback-Leibler importance estimation procedure, kliep(), spectral density ratio estimation, spectral(), kernel mean matching, kmm(), and least-squares hetero-distributional subspace search, lhss()). with automatic tuning of hyperparameters. Helper functions are available for two-sample testing and visualizing the density ratios. For an overview on density ratio estimation, see Sugiyama et al. (2012) <doi:10.1017/CBO9781139035613> for a general overview, and the help files for references on the specific estimation techniques.
Useful links