Package: WpProj 0.2.2

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) <arxiv:2012.09999>.

Authors:Eric Dunipace [aut, cre], Clemens Schmid [ctb], Espen Bernton [ctb], Mathieu Gerber [ctb], Pierre Jacob [ctb], Bin Dai [ctb], Jared Huling [ctb], Yixuan Qiu [ctb], Dominic Schuhmacher [ctb], Nicolas Bonneel [ctb]

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WpProj.pdf |WpProj.html
WpProj/json (API)
NEWS

# Install 'WpProj' in R:
install.packages('WpProj', repos = c('https://ericdunipace.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ericdunipace/wpproj/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

3.48 score 3 scripts 120 downloads 16 exports 73 dependencies

Last updated 4 months agofrom:ac80a7c03e. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 02 2024
R-4.5-win-x86_64OKNov 02 2024
R-4.5-linux-x86_64OKNov 02 2024
R-4.4-win-x86_64OKNov 02 2024
R-4.4-mac-x86_64OKNov 02 2024
R-4.4-mac-aarch64OKNov 02 2024
R-4.3-win-x86_64OKNov 02 2024
R-4.3-mac-x86_64OKNov 02 2024
R-4.3-mac-aarch64OKNov 02 2024

Exports:binary_program_method_optionscombine.WPR2distCompareHCL0_method_optionsL1_method_optionsL1_penalty_optionsplotridgePlotsimulated_annealing_method_optionsstepwise_method_optionstransport_optionswassersteinWpProjWPR2WPVI

Dependencies:backportsBHbigmemorybigmemory.sricheckmateclicodetoolscolorspacedata.tabledigestdoParalleldoRNGdplyrECOSolveRfansifarverforeachgenericsggplot2ggridgesggsciglmnetgluegtablehqreghrqglasisobanditeratorslabelinglatticelifecyclelpSolveAPImagrittrMASSMatrixMatrixModelsmgcvmunsellnlmeoempillarpkgconfigplyrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppCGALRcppEigenRcppProgressRdpackregistryrlangrngtoolsROIROI.plugin.ecosROI.plugin.lpsolverqPenRSpectrascalesshapeslamSparseMsurvivaltibbletidyselectutf8uuidvctrsviridisLitewithr