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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 |
Please use the canonical form https://CRAN.R-project.org/package=WRI to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.