WRI: Wasserstein Regression and Inference
Implementation of the methodologies described in 1) Alexander Petersen, Xi Liu and Afshin A. Divani (2021) <doi:10.1214/20-aos1971>, including global F tests, partial F tests, intrinsic Wasserstein-infinity bands and Wasserstein density bands, and 2) Chao Zhang, Piotr Kokoszka and Alexander Petersen (2022) <doi:10.1111/jtsa.12590>, including estimation, prediction, and inference of the Wasserstein autoregressive models.
| Version: |
0.2.0 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
fdapace (≥ 0.2.0), fdadensity (≥ 0.1.2), Rfast (≥ 1.9.8), CVXR (≥ 0.99.7), expm (≥ 0.999-4), ggplot2 (≥ 3.2.1), gridExtra (≥ 2.3), stats, Rcpp (≥ 1.0.3), locfit (≥
1.5-9.1), mvtnorm (≥ 1.1-0), locpol (≥ 0.7), modeest (≥
2.4.0), methods, rlang, polynom |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
knitr, rmarkdown, testthat (≥ 2.1.0) |
| Published: |
2022-07-08 |
| Author: |
Xi Liu [aut, cre],
Chao Zhang [aut],
Matthew Coleman [aut],
Alexander Petersen [aut] |
| Maintainer: |
Xi Liu <xiliu at ucsb.edu> |
| License: |
GPL-2 |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| CRAN checks: |
WRI results |
Documentation:
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