Estimate alpha-Relative Density Ratio p(x)/(alpha p(x) + (1-alpha) q(x)) by RuLSIF (Relative unconstrained Least-Square Importance Fitting)
RuLSIF(x1, x2, sigma = 10^seq(-3, 1, length.out = 9),
lambda = 10^seq(-3, 1, length.out = 9), alpha = 0.1,
kernel_num = 100, verbose = TRUE)
numeric vector or matrix. Data from a numerator distribution p(x).
numeric vector or matrix. Data from a denominator distribution q(x).
positive numeric vector. Search range of Gaussian kernel bandwidth.
positive numeric vector. Search range of regularization parameter.
numeric value from 0.0 to 1.0. Relative parameter. Default 0.1.
positive integer. Number of kernels.
logical. Default TRUE.
RuLSIF object which has `compute_density_ratio()`.