Application of Optimal Transport to Functional Data Analysis
Description
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) ;
- compute the Wasserstein barycenter (Frechet mean) as in Masarotto,
Panaretos & Zemel (2019) ;
- 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) .