Estimate Density Ratio p(x)/q(x) by KLIEP (Kullback-Leibler Importance Estimation Procedure)

Estimate Density Ratio p(x)/q(x) by KLIEP (Kullback-Leibler Importance Estimation Procedure)

Usage

KLIEP(x1, x2, sigma = "auto", 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).

sigma

positive numeric vector. Search range of Gaussian kernel bandwidth.

kernel_num

positive integer. Number of kernels.

fold

positive integer. Number of the folds of cross validation.

verbose

logical (default TRUE).

Value

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