frechet0.3.0 package

Statistical Analysis for Random Objects and Non-Euclidean Data

color.bar

Generate color bar/scale.

CovFIntegral

Generalized Fréchet integrals of covariance matrix

CovFMean

Fréchet mean of covariance matrices

CreateCovRegPlot

Plots for Fréchet regression for covariance matrices.

CreateDensity

Create density functions from raw data, histogram objects or frequency...

DenANOVA

Fréchet ANOVA for Densities

DenCPD

Fréchet Change Point Detection for Densities

DenFMean

Fréchet means of densities.

DenFVar

Fréchet Variance for Densities

dist4cov

Distance between covariance matrices

dist4den

L2L^2 Wasserstein distance between two distributions.

expSphere

Compute an exponential map for a unit hypersphere.

frameSphere

Generate a "natural" frame (orthonormal basis)

frechet

frechet: Statistical Analysis for Random Objects and Non-Euclidean Dat...

GloCorReg

Global Fréchet regression for correlation matrices

GloCovReg

Global Fréchet regression of covariance matrices

GloDenReg

Global density regression.

GloPointPrReg

Global Cox point process regression.

GloSpheReg

Global Fréchet Regression for Spherical Data

LocCorReg

Local Fréchet regression for correlation matrices

LocCovReg

Local Fréchet regression of covariance matrices

LocDenReg

Local density regression.

LocPointPrReg

Local Cox point process regression.

LocSpheReg

Local Fréchet Regression for Spherical Data

logSphere

Compute a log map for a unit hypersphere.

NetANOVA

Fréchet ANOVA for Networks

NetCPD

Fréchet Change Point Detection for Networks

NetFIntegral

Generalized Fréchet integrals of network

NetFVar

Fréchet Variance for Networks

ObjCov

Object Covariance

plot.denReg

Plots for Fréchet regression for univariate densities.

pol2car

Transform polar to Cartesian coordinates

SpheGeoDist

Geodesic distance on spheres.

SpheGeoGrad

Compute gradient w.r.t. y of the geodesic distance arccos(xy)\arccos(x^\top y)...

SpheGeoHess

Hessian 2/yy\partial^2/\partial y \partial y^\top of the geodesic distan...

VarObj

Fréchet Variance Trajectory for densities

WassFIntegral

Generalized Fréchet integrals of 1D distribution

Provides implementation of statistical methods for random objects lying in various metric spaces, which are not necessarily linear spaces. The core of this package is Fréchet regression for random objects with Euclidean predictors, which allows one to perform regression analysis for non-Euclidean responses under some mild conditions. Examples include distributions in 2-Wasserstein space, covariance matrices endowed with power metric (with Frobenius metric as a special case), Cholesky and log-Cholesky metrics, spherical data. References: Petersen, A., & Müller, H.-G. (2019) <doi:10.1214/17-AOS1624>.

  • Maintainer: Yaqing Chen
  • License: BSD_3_clause + file LICENSE
  • Last published: 2023-12-09