densityratio: Distribution Comparison Through Density Ratio Estimation
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.
| Version: | 0.2.0 |
| Depends: | R (≥ 2.10) |
| Imports: | osqp, Rcpp, pbapply, ggplot2 |
| LinkingTo: | Rcpp, RcppArmadillo, RcppProgress |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-05-19 |
| DOI: | 10.32614/CRAN.package.densityratio |
| Author: | Thom Volker  [aut,
cre],
Carlos Gonzalez Poses [ctb],
Erik-Jan van Kesteren [ctb] |
| Maintainer: | Thom Volker <thombenjaminvolker at gmail.com> |
| BugReports: | https://github.com/thomvolker/densityratio/issues |
| License: | GPL (≥ 3) |
| URL: | https://thomvolker.github.io/densityratio/ |
| NeedsCompilation: | yes |
| Citation: | densityratio citation info |
| Materials: | README NEWS |
| CRAN checks: | densityratio results |
Documentation:
| Reference manual: | densityratio.pdf |
| Vignettes: |
Covariate shift adjustment (source) densityratio (source) High dimensional two-sample testing (source) |
Downloads:
| Package source: | densityratio_0.2.0.tar.gz |
| Windows binaries: | r-devel: densityratio_0.2.0.zip, r-release: densityratio_0.2.0.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): densityratio_0.2.0.tgz, r-oldrel (arm64): densityratio_0.2.0.tgz, r-release (x86_64): densityratio_0.2.0.tgz, r-oldrel (x86_64): densityratio_0.2.0.tgz |
Linking:
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