frechet

MaRDI QIDQ132100CRANFDO

Authors Yaqing Chen, Alvaro Gajardo, Jianing Fan, Qixian Zhong, Paromita Dubey, Kyunghee Han, Satarupa Bhattacharjee, Hans-georg Müller, Yidong Zhou, Han Chen, Petersen Alexander, Hans-Georg Müller

Last update 9 December 2023

Copyright license 3-clause BSD License, File License

Software version identifier 0.2.0, PACKAGES.rds, 0.1.0, 0.3.0

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>.

Cites work

• Fréchet regression for random objects with Euclidean predictors

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