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Implementation of the methodologies described in 1) Alexander Petersen, Xi Liu and Afshin A. Divani (2021) <doi:10.1214/20-aos1971>, including global F tests, partial F tests, intrinsic Wasserstein-infinity bands and Wasserstein density bands, and 2) Chao Zhang, Piotr Kokoszka and Alexander Petersen (2022) <doi:10.1111/jtsa.12590>, including estimation, prediction, and inference of the Wasserstein autoregressive models.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | fdapace (≥ 0.2.0), fdadensity (≥ 0.1.2), Rfast (≥ 1.9.8), CVXR (≥ 0.99.7), expm (≥ 0.999-4), ggplot2 (≥ 3.2.1), gridExtra (≥ 2.3), stats, Rcpp (≥ 1.0.3), locfit (≥ 1.5-9.1), mvtnorm (≥ 1.1-0), locpol (≥ 0.7), modeest (≥ 2.4.0), methods, rlang, polynom |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown, testthat (≥ 2.1.0) |
| Published: | 2022-07-08 |
| DOI: | 10.32614/CRAN.package.WRI |
| Author: | Xi Liu [aut, cre], Chao Zhang [aut], Matthew Coleman [aut], Alexander Petersen [aut] |
| Maintainer: | Xi Liu <xiliu at ucsb.edu> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | WRI results |
| Reference manual: | WRI.pdf |
| Vignettes: |
WRI-vignette |
| Package source: | WRI_0.2.0.tar.gz |
| Windows binaries: | r-devel: WRI_0.2.0.zip, r-release: WRI_0.2.0.zip, r-oldrel: WRI_0.2.0.zip |
| macOS binaries: | r-release (arm64): WRI_0.2.0.tgz, r-oldrel (arm64): WRI_0.2.0.tgz, r-release (x86_64): WRI_0.2.0.tgz, r-oldrel (x86_64): WRI_0.2.0.tgz |
| Old sources: | WRI archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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