WpProj
Linear p-Wasserstein Projections
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) doi:10.48550/arXiv.2012.09999.
- Version0.2.3
- R versionR (≥ 4.0)
- LicenseGPL (== 3.0)
- Needs compilation?Yes
- Languageen-US
- Last release02/05/2025
Documentation
Team
- Eric DunipaceMaintainerShow author details
- Jared Huling
- Espen BerntonShow author detailsRolesContributor
- Pierre JacobShow author detailsRolesContributor
- Mathieu GerberShow author detailsRolesContributor
- Yixuan QiuShow author detailsRolesContributor
- Bin DaiShow author detailsRolesContributor
- Dominic SchuhmacherShow author detailsRolesContributor
- Clemens Schmid
- Nicolas BonneelShow author detailsRolesContributor
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Dependencies
- Imports17 packages
- Suggests8 packages
- Linking To6 packages