Two-Sample Test with Nearest Neighbors Density Ratio Estimation
NN2ST is a Python code to perform Two-Sample (a.k.a. Homogeneity) test of two data samples using the method of density ratio estimation with Nearest Neighbors.
The source code is fully contained in the file NN2ST.py.
The default data are synthethic random samples generated from 2-dimensional gaussians.
The code can be easily adapted to input data of any dimension from external files.
If you use this package, or parts of it, please cite the original paper http://arxiv.org/abs/1807.06038