# WPR2: W_p R^2 Function to Evaluate Performance In WpProj: Linear p-Wasserstein Projections

 WPR2 R Documentation

## `W_p R^2` Function to Evaluate Performance

### Description

This function will calculate p-Wasserstein distances between the predictions of interest and the projected model.

### Usage

``````WPR2(
predictions = NULL,
projected_model,
p = 2,
method = "exact",
base = NULL,
...
)

## S4 method for signature 'ANY,matrix'
WPR2(
predictions = NULL,
projected_model,
p = 2,
method = "exact",
base = NULL,
...
)

## S4 method for signature 'ANY,distcompare'
WPR2(
predictions = NULL,
projected_model,
p = 2,
method = "exact",
base = NULL,
...
)

## S4 method for signature 'ANY,list'
WPR2(
predictions = NULL,
projected_model,
p = 2,
method = "exact",
base = NULL,
...
)

## S4 method for signature 'ANY,WpProj'
WPR2(
predictions = NULL,
projected_model,
p = 2,
method = "exact",
base = NULL,
...
)
``````

### Arguments

 `predictions` Predictions of interest, likely from the original model `projected_model` A matrix of competing predictions, possibly from a WpProj fit, a WpProj fit itself, or a list of WpProj objects `p` Power of the Wasserstein distance to use in distance calculations `method` Method for calculating Wasserstein distance `base` The baseline result to compare to. If not provided, defaults to the model with no covariates and only an intercept. `...` Arguments passed to Wasserstein distance calculation. See `wasserstein`

### Value

`W_p R ^2` values

### Examples

``````if (rlang::is_installed("stats")) {
# this example is not a true posterior estimation, but is used for illustration
n <- 32
p <- 10
s <- 21
x <- matrix( stats::rnorm(n*p), nrow = n, ncol = p )
beta <- (1:10)/10
y <- x %*% beta + stats::rnorm(n)
post_beta <- matrix(beta, nrow=p, ncol=s) +
matrix(rnorm(p*s), p, s) # not a true posterior
post_mu <- x %*% post_beta

fit <-  WpProj(X=x, eta=post_mu, power = 2.0)

out <- WPR2(predictions = post_mu, projected_model = fit,
base = rowMeans(post_mu) # same as intercept only projection
)
}
``````

WpProj documentation built on May 29, 2024, 7:55 a.m.