fdWasserstein

Application of Optimal Transport to Functional Data Analysis

CRAN Package

These functions were developed to support statistical analysis on functional covariance operators. The package contains functions to: - compute 2-Wasserstein distances between Gaussian Processes as in Masarotto, Panaretos & Zemel (2019) doi:10.1007/s13171-018-0130-1; - compute the Wasserstein barycenter (Frechet mean) as in Masarotto, Panaretos & Zemel (2019) doi:10.1007/s13171-018-0130-1; - perform analysis of variance testing procedures for functional covariances and tangent space principal component analysis of covariance operators as in Masarotto, Panaretos & Zemel (2022) doi:10.48550/arXiv.2212.04797. - perform a soft-clustering based on the Wasserstein distance where functional data are classified based on their covariance structure as in Masarotto & Masarotto (2023) doi:10.1111/sjos.12692.

  • Version1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release02/06/2024

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