DESCRIPTION

Package: densityratio
Type: Package
Title: Distribution comparison through density ratio estimation
Version: 0.1.1
Authors@R: c(
    person("Thom", "Volker", email = "thombenjaminvolker@gmail.com", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0002-2408-7820")),
    person("Carlos", "Gonzalez Poses", role = "ctb"), 
    person("Erik-Jan", "van Kesteren", role = "ctb")
    )
Description: This package provides functionality to directly estimate the ratio 
  of two probability distributions from samples from these distributions without 
  estimating the densities separately. Density ratio estimation serves many 
  purposes, for example, prediction, outlier detection, change-point detection 
  in time-series, importance weighting under domain adaptation (i.e., sample 
  selection bias) and evaluation of synthetic data utility. The rationale behind 
  these use-cases is that differences between two data distributions can be 
  captured in the ratio their density ratio, which is estimated over the entire 
  multivariate space of the data.
    Computationally intensive code is executed in `C++` using `Rcpp` and 
  `RcppArmadillo`. The package provides good default hyperparameters that can be 
  optimized in cross-validation (we do recommend understanding those parameters 
  before using `densityratio` in practice). Multiple density ratio estimation 
  methods are implemented, such as unconstrained least-squares importance 
  fitting (`ulsif()`), Kullback-Leibler importance estimation procedure 
  (`kliep()`), ratio of estimated densities (`naive()`), ratio of estimated 
  densities after dimension reduction (`naivesubspace()`), and least-squares 
  heterodistributional subspace search (`lhss()`; experimental).
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
Imports: 
    quadprog,
    Rcpp,
    pbapply,
    ggplot2
LinkingTo: 
    Rcpp,
    RcppArmadillo,
    RcppProgress
Suggests: 
    testthat (>= 3.0.0)
Config/testthat/edition: 3
Config/testthat/parallel: true
Roxygen: list(markdown = TRUE)
Depends: 
    R (>= 2.10)
RoxygenNote: 7.2.3