An R package for the paper “Wasserstein F-tests and confidence bands for the Frechet regression of density response curves”.
You can install the released version of WRI from CRAN with:
install.packages("WRI")This is a basic example which shows you how to solve a common problem:
library(WRI)
data(strokeCTdensity)
predictor = strokeCTdensity$predictors
dSup = strokeCTdensity$densitySupport
densityCurves = strokeCTdensity$densityCurve
xpred = predictor[3, ]
res = wass_regress(rightside_formula = ~., Xfit_df = predictor,
Ytype = 'density', Ymat = densityCurves, Sup = dSup)
# compute the density band for the third observation
confidence_Band1 = confidenceBands(res, Xpred_df = xpred, type = 'density')
strokeCTdensity: clinical, radiological scalar
variables and density curves of the hematoma of 393 stroke patientswass_regress: perform Frechet Regression with the
Wasserstein Distancewass_R2: compute Wasserstein coefficient of
determinationglobalFtest: perform global F test for Wasserstein
regressionpartialFtest: perform partial F test for Wasserstein
regressionsummary.WRI: provide summary information of Wasserstein
regressionconfidenceBands: compute intrinsic confidence bands and
density bands