Installation
About
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.
Key Metrics
Downloads
| Yesterday | 9 0% |
| Last 7 days | 51 -26% |
| Last 30 days | 195 +2% |
| Last 90 days | 550 -30% |
| Last 365 days | 2.442 -2% |
Depends
| R | ≥ 3.6.0 |