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r-densityratio 0.2.2
Propagated dependencies: r-rcppprogress@0.4.2 r-rcpparmadillo@15.2.2-1 r-rcpp@1.1.0 r-pbapply@1.7-4 r-osqp@0.6.3.3 r-ggplot2@4.0.1 r-ggh4x@0.3.1
Channel: guix-cran
Location: guix-cran/packages/d.scm (guix-cran packages d)
Home page: https://thomvolker.github.io/densityratio/
Licenses: GPL 3+
Synopsis: Distribution Comparison Through Density Ratio Estimation
Description:

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.

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