WPSW: p-Wasserstein Distance Linear Projections Using a Stepwise...

In WpProj: Linear p-Wasserstein Projections

p-Wasserstein Distance Linear Projections Using a Stepwise Method

Description

p-Wasserstein Distance Linear Projections Using a Stepwise Method

Usage

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,
  ...
)

Arguments

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 transport_options().
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

Value

An object of class WpProj

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