CRAN/E | WpProj

WpProj

Linear p-Wasserstein Projections

Installation

About

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) .

github.com/ericdunipace/WpProj
Bug report File report

Key Metrics

Version 0.2.1
R ≥ 4.0
Published 2024-02-02 89 days ago
Needs compilation? yes
License GPL (== 3.0)
CRAN checks WpProj results
Language en-US

Downloads

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Last 7 days 40 -34%
Last 30 days 164 +8%
Last 90 days 560 +522%
Last 365 days 628

Maintainer

Maintainer

Eric Dunipace

edunipace@mail.harvard.edu

Authors

Eric Dunipace

aut / cre

Clemens Schmid

ctb

(ETA progres bar is adapted from their code)

Espen Bernton

ctb

('Hilbert Sort' adapted from their code)

Mathieu Gerber

ctb

('Hilbert Sort' adapted from their code)

Pierre Jacob

ctb

('Hilbert Sort' adapted from their code)

Bin Dai

ctb

(W2 projections adapted from their 'OEM' code)

Jared Huling

ctb

(W2 projections adapted from their 'OEM' code)

Yixuan Qiu

ctb

(W2 projections adapted from their 'OEM' code)

Dominic Schuhmacher

ctb

('Shortsimplex 'optimal transport method adapted from their code)

Nicolas Bonneel

ctb

('Network Simplex' algorithm adapted from their code)

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

WpProj archive

Depends

R ≥ 4.0

Imports

ggplot2
ggsci
ggridges
glmnet
oem
Rcpp
rlang
ROI
ROI.plugin.ecos
ROI.plugin.lpsolve
Matrix
rqPen
quantreg
doParallel
foreach
doRNG
dplyr
stats
magrittr
methods
slam
lifecycle

Suggests

testthat ≥ 2.1.0
transport
Rmosek
spelling
ECOSolveR

LinkingTo

BH
Rcpp ≥ 1.0.0
RcppEigen ≥ 0.3.3.4.0
RcppProgress
RcppCGAL
RSpectra