wass_R2

Compute Wasserstein Coefficient of Determination

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.

Xi Liu

Wasserstein Regression and Inference

Chao Zhang

Matthew Coleman

Alexander Petersen

wass_R2 function

<dl><dt>wass_regress_res</dt>
<dd>an object returned by the <code>wass_regress</code> function</dd></dl>

Arguments

Compute Wasserstein Coefficient of Determination — wass_R2

<dl>

<dt>wass_regress_res</dt>
<dd>an object returned by the <code>wass_regress</code> function</dd>

</dl>

wass_R2: Compute Wasserstein Coefficient of Determination

Description

Usage

Value

Arguments

References

Examples