WpProj

Linear p-Wasserstein Projections

Last update: 2 February 2024

Copyright license: GNU General Public License

Software version identifier: 0.2, 0.2.1

Performs Wasserstein projections from the predictive distributions of any model into the space of predictive distributions of linear models. We utilize L1 penalties to also reduce the complexity of the model space. This package employs the methods as described in Dunipace, Eric and Lorenzo Trippa (2020) <arXiv:2012.09999>.

Cites work

Interpretable Model Summaries Using the Wasserstein Distance

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