densratio

Density ratio estimation. The estimated density ratio function can be used in many applications such as anomaly detection, change-point detection, covariate shift adaptation. The implemented methods are uLSIF (Hido et al. (2011) doi:10.1007/s10115-010-0283-2), RuLSIF (Yamada et al. (2011) doi:10.1162/NECO_a_00442), and KLIEP (Sugiyama et al. (2007) doi:10.1007/s10463-008-0197-x).