winference
R package to perform statistical inference in generative models using the Wasserstein distance
joint work with Espen Bernton, Mathieu Gerber, Christian P. Robert
The inst folder contains two tutorial files: one fits a Normal location model on Gamma data, and the other ones fits an auto-regressive model of order (1), with 1-lag delay reconstructions, using either entropy-regularized Wasserstein distance or Hilbert space-filling curve ordering.