WPSW | R Documentation |
p-Wasserstein Distance Linear Projections Using a Stepwise Method
WPSW(
X,
Y,
theta,
power = 2,
force = NULL,
direction = c("backward", "forward"),
method = c("selection.variable", "scale", "projection"),
transport.method = transport_options(),
OTmaxit = 100,
epsilon = 0.05,
calc.theta = TRUE,
model.size = NULL,
parallel = NULL,
display.progress = FALSE,
...
)
X |
matrix of covariates |
Y |
matrix of predictions |
theta |
optional parameter matrix for selection methods. |
power |
Power of the Wasserstein distance |
force |
Any covariates to force into the model? |
direction |
forward or backward selection |
method |
"selection.variable" or "projection |
transport.method |
Method for calculating the Wasserstein distance. Should be one of the outputs of |
OTmaxit |
maximum number of iterations for the opt?imal transport methods |
epsilon |
hyperparameter if using sinkhorn iterations to approximate OT |
calc.theta |
should we get the linear coefficients |
model.size |
Maximum model size |
parallel |
foreach backend |
display.progress |
Display intermediate progress |
An object of class WpProj
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