Wasserstein Regression and Inference
Confidence Bands for Wasserstein Regression
convert density function to quantile and quantile density function
Numerical implementation of the pointwise Exponential map
Numerical implementation of the Exponential map
Calculating innovations in WAR(p) models
An internal function used in bootstrap global F test
global F test for Wasserstein regression
partial F test for Wasserstein regression
Prediction by WAR(p) models
print the summary of WRI object
An internal function to do quadratic program in order to make Qfitted ...
convert density function to quantile and quantile density function
Function for calculating sample autocovariance
Simulate quantile curves
Summary Function of Wasserstein Regression Model
Function for calculating sample Wasserstein autocovariance functions
Forecast using WAR(p) models
WAR(p) models: estimation and forecast
Generate simulation data
Compute Wasserstein Coefficient of Determination
Perform Frechet Regression with the Wasserstein Distance
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.