WpProj

Linear p-Wasserstein Projections

CRAN Package

Performs Wasserstein projections from the predictive distributions of any model into the space of predictive distributions of linear models. We utilize L1 penalties to also reduce the complexity of the model space. This package employs the methods as described in Dunipace, Eric and Lorenzo Trippa (2020) .

  • Version0.2.1
  • R version≥ 4.0
  • LicenseGPL (== 3.0)
  • Needs compilation?Yes
  • Languageen-US
  • Last release02/02/2024

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  • Depends1 package
  • Imports22 packages
  • Suggests5 packages
  • Linking To6 packages