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
Published:
2022年07月08日
Author:
Xi Liu [aut, cre],
Chao Zhang [aut],
Matthew Coleman [aut],
Alexander Petersen [aut]
Maintainer:
Xi Liu <xiliu at ucsb.edu>
NeedsCompilation:
yes
Documentation:
Downloads:
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