frechet {frechet}

frechet: 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. References: Petersen, A., & Müller, H.-G. (2019) <doi:10.1214/17-AOS1624>.