waspr: waspr: an R package for computing Wasserstein barycenters of...

Description Functions Source

Description

This package contains functions to compute Wasserstein barycenters of subset posteriors using the swapping algorithm developed by Puccetti, Rüschendorf and Vanduffel (2020). The Wasserstein barycenter is a geometric approach for combining subset posteriors. It allows for parallel and distributed computation of the posterior in case of complex models and/or big datasets, thereby increasing computational speed tremendously.

Functions

The main function of the package is:

wasp, which runs the swapping algorithm developed by Puccetti, Rüschendorf and Vanduffel (2020), combines the output from the swapping algorithm and computes the Wasserstein barycenter. It returns an S3 object of type wasp.

Source

Puccetti, G., Rüschendorf, L. & Vanduffel, S. (2020). On the computation of Wasserstein barycenters, Journal of Multivariate Analysis, 176.


waspr documentation built on July 25, 2020, 1:06 a.m.