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densityratio
View on CRAN: Click
here
Download and install densityratio package within the R console
Install from CRAN:
install.packages("densityratio")
Install from Github:
library("remotes")
install_github("cran/densityratio") Install by package version:
library("remotes")
install_version("densityratio", "0.2.2") Attach the package and use:
library("densityratio")
Maintained by
Thom Volker
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[Scholar Profile | Author Map]
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First Published: 2025-05-19
Latest Update: 2025-07-18
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.
How to cite:
Thom Volker (2025). densityratio: Distribution Comparison Through Density Ratio Estimation. R package version 0.2.2, https://cran.r-project.org/web/packages/densityratio. Accessed 25 Jun. 2026.
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