predict.spectral

Obtain predicted density ratio values from a <code>spectral</code> object

predict

spectral

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.

Thom Volker

densityratio

Distribution Comparison Through Density Ratio Estimation

Carlos Gonzalez Poses

Erik-Jan van Kesteren

predict.spectral function

<dl><dt>object</dt>
<dd>A <code>spectral</code> object</dd>
<dt>newdata</dt>
<dd>Optional <code>matrix</code> new data set to compute the density</dd>
<dt>sigma</dt>
<dd>A scalar with the Gaussian kernel width</dd>
<dt>m</dt>
<dd>integer indicating the dimension of the eigenvector expansion</dd>
<dt>...</dt>
<dd>Additional arguments to be passed to the function</dd></dl>

Arguments

Obtain predicted density ratio values from a spectral object — predict.spectral

<dl>

<dt>object</dt>
<dd>A <code>spectral</code> object</dd>


<dt>newdata</dt>
<dd>Optional <code>matrix</code> new data set to compute the density</dd>


<dt>sigma</dt>
<dd>A scalar with the Gaussian kernel width</dd>


<dt>m</dt>
<dd>integer indicating the dimension of the eigenvector expansion</dd>


<dt>...</dt>
<dd>Additional arguments to be passed to the function</dd>

</dl>

predict.spectral: Obtain predicted density ratio values from a `spectral` object

Description

Usage

Value

Arguments

See Also