fdWasserstein

These functions were developed to support statistical analysis on functional covariance operators. The package contains functions to: - compute 2-Wasserstein distances between Gaussian Processes as in Masarotto, Panaretos & Zemel (2019) doi:10.1007/s13171-018-0130-1; - compute the Wasserstein barycenter (Frechet mean) as in Masarotto, Panaretos & Zemel (2019) doi:10.1007/s13171-018-0130-1; - perform analysis of variance testing procedures for functional covariances and tangent space principal component analysis of covariance operators as in Masarotto, Panaretos & Zemel (2022) . - perform a soft-clustering based on the Wasserstein distance where functional data are classified based on their covariance structure as in Masarotto & Masarotto (2023) doi:10.1111/sjos.12692.