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: | 0.2.1 |
| Depends: | R (≥ 3.6.0) |
| Imports: | fdapace (≥ 0.2.0),Rfast (≥ 1.9.8),CVXR (≥ 0.99.7),expm (≥ 0.999-4),ggplot2 (≥ 3.2.1),gridExtra (≥ 2.3), stats,Rcpp (≥ 1.0.3),mvtnorm (≥ 1.1-0), methods,rlang,polynom |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | knitr,rmarkdown,testthat (≥ 2.1.0),modeest |
| Published: | 2025-12-16 |
| DOI: | 10.32614/CRAN.package.WRI |
| 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 |
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