Density Ratios

Python package and R package to estimate density ratios in causal inference using Bregman divergences.

Python package

For development we use Pixi package manager, which must be installed manually. You can install the density_ratio package in development mode using:

pixi run pre-commit-install
pixi run postinstall
pixi run test

R package

The R package is a light weight package which provides a density_ratio_family function for density ratio modeling. To install and view documentation run the following in R

devtools::install('R-package')

library(densityratios)

?density_ratio_family

Related Software

• python KLIEP github.com/srome/pykliep
• python uLSIF github.com/hoxo-m/densratio_py
• python uLSIF github.com/JohnYKiyo/density_ratio_estimation
• python github.com/ermongroup/dre-infinity
• python github.com/ermongroup/f-dre.
• matlab (https://www.ms.k.u-tokyo.ac.jp/sugi/software.html).
• R (using C++) uLSIF, KLIEP, KMM, LSHH, spectral methods github.com/thomvolker/densityratio also available on CRAN.
• R uLSIF and KLIEP github.com/hoxo-m/densratio also on CRAN