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


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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