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DESCRIPTION
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DESCRIPTION
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Package: testOTM
Type: Package
Title: Multivariate Ranks and Quantiles by Optimal Transportation
Version: 0.11.2
Date: 2019-11-29
Authors@R: c(person(given = "Peng", family = "Xu", role = c("aut", "cre"), email = "[email protected]"),
person(given = "Bruno", family = "Lévy", role = c("ctb", "cph"), comment = "Geogram"))
Maintainer: Peng Xu <[email protected]>
Description: Multivariate ranks and quantiles based on the theory of optimal transportation, following the definitions by Chernozhukov et al. (2017) <doi:10.1214/16-AOS1450>. This package also provides applications of these notions in nonparametric testing, using methods suggested in Ghosal and Sen (2019) <arXiv:1905.05340>. The optimal transport maps are computed by the Geogram library, and the algorithms used can be found in Lévy and Schwindt (2018) <doi:10.1016/j.cag.2018.01.009>.
License: BSD_3_clause + file LICENSE
URL: https://github.com/Francis-Hsu/testOTM
BugReports: https://github.com/Francis-Hsu/testOTM/issues
Imports:
Rcpp,
randtoolbox (>= 1.30.0),
plot3D (>= 1.1.1),
rgl (>= 0.100.30),
httpuv (>= 1.5.2)
LinkingTo:
Rcpp,
RcppArmadillo
RoxygenNote: 7.0.0
Encoding: UTF-8
Suggests:
knitr,
rmarkdown
VignetteBuilder: knitr