Exp_Map_Barycenter_Method: Numerical implementation of the Exponential map
In WRI: Wasserstein Regression and Inference
Exp_Map_Barycenter_Method R Documentation
Numerical implementation of the Exponential map
Description
This function implements the Exponential map to calculate \hat{F}_t(u) for all u in the cdf/pdf support
Usage
Exp_Map_Barycenter_Method(density.grid, forecast, cdf)
Arguments
density.grid
The values where the cdf \hat{F} is evaluated
forecast
A vector that contains the WAR(p) model forecast result
cdf
The quantile grid used in forecasting
Value
A numeric vector that contains \hat{F}_t(u) evaluated over density.grid
References
Wasserstein Autoregressive Models for Density Time Series, Chao Zhang, Piotr Kokoszka, Alexander Petersen, 2022
WRI documentation built on July 9, 2022, 1:06 a.m.
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| Exp_Map_Barycenter_Method | R Documentation |
Numerical implementation of the Exponential map
Description
This function implements the Exponential map to calculate \hat{F}_t(u) for all u in the cdf/pdf support
Usage
Exp_Map_Barycenter_Method(density.grid, forecast, cdf)
Arguments
density.grid |
The values where the cdf \hat{F} is evaluated |
forecast |
A vector that contains the WAR(p) model forecast result |
cdf |
The quantile grid used in forecasting |
Value
A numeric vector that contains \hat{F}_t(u) evaluated over density.grid
References
Wasserstein Autoregressive Models for Density Time Series, Chao Zhang, Piotr Kokoszka, Alexander Petersen, 2022
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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