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WRI: Wasserstein Regression and Inference

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

Documentation:

Reference manual: WRI.pdf
Vignettes: WRI-vignette

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=WRI to link to this page.

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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