Description
Statistical Analysis for Random Objects and Non-Euclidean Data.
Description
Provides implementation of statistical methods for random objects lying in various metric spaces, which are not necessarily linear spaces. The core of this package is Fréchet regression for random objects with Euclidean predictors, which allows one to perform regression analysis for non-Euclidean responses under some mild conditions. Examples include distributions in 2-Wasserstein space, covariance matrices endowed with power metric (with Frobenius metric as a special case), Cholesky and log-Cholesky metrics, spherical data. References: Petersen, A., & Müller, H.-G. (2019) <doi:10.1214/17-AOS1624>.
README.md
frechet: Statistical Analysis for Random Objects and Non-Euclidean Data
Test version of frechet package
Installation of the current development version
You can install the development version of the package in R using:
devtools::install_github("functionaldata/tFrechet")
Installation of the latest CRAN release
You can install the package in R using:
install.packages("frechet")
Load Package and Data
Once installed you can load the package with:
library(frechet)
Acknowledgment
The development of this package is supported by grants from NSF DMS-2014626, NIH ECHO and the Bill and Melinda Gates Foundation.