Wasserstein Regression and Inference
Overview
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.
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
Show 7 earlier changesHide 7 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK13 OK2026-05-02
- ERROR11 OK, 1 ERROR2026-04-25
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-04-05
- WARNING6 OK, 8 WARNING2026-03-10
Documentation
- Help pages
- 22 (8 internal)
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 70%
- Documented parameters
- 100%
- Return-value docs
- 80%
- Help pages citing references
- 50%
Downloads
Dependencies
Code & Tests
Datasets
People & History
Previously maintained by Xi Liu (0.1.0 to 0.2.2).
Package metadata
- First published
- 2020-11-23
- Total releases
- 5 / 6 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 287 KB / 1 file
- Download size
- 505 KB
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