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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.
Getting started
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Package details |
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| Author | Xi Liu [aut, cre], Chao Zhang [aut], Matthew Coleman [aut], Alexander Petersen [aut] |
| Maintainer | Xi Liu <xiliu@ucsb.edu> |
| License | GPL-2 |
| Version | 0.2.0 |
| Package repository | View on CRAN |
| Installation |
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