WRI

Wasserstein Regression and Inference

CRAN Package

Implementation of the methodologies described in 1) Alexander Petersen, Xi Liu and Afshin A. Divani (2021) , 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) , including estimation, prediction, and inference of the Wasserstein autoregressive models.

  • Version0.2.0
  • R version≥ 3.6.0
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release07/08/2022

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  • Depends1 package
  • Imports14 packages
  • Suggests3 packages
  • Linking To2 packages