Expand description
Fréchet / object-data regression and statistics (FRE-01).
Metric-space (object-data) regression and statistics in the style of the R
frechet package: a MetricSpace abstraction (distance + weighted-Fréchet-
mean solver) with a 1D-Wasserstein (density-response) backend
(WassersteinDensitySpace) as the first concrete space, the sample Fréchet
frechet_mean / frechet_variance, the 1D 2-Wasserstein distance
(wasserstein2_distance), global and local (kernel-weighted) Fréchet
regression over Euclidean predictors, density-response regression, and a
Fréchet ANOVA group-difference test.
§R baselines
- Global / local Fréchet regression —
frechet::GloWassReg/LocWassReg(Petersen & Müller 2019, Annals of Statistics 47(2)). - Fréchet ANOVA —
frechet::DenANOVA(Dubey & Müller 2019, Biometrika 106(4)).
§Reuse & conventions
The density backend reuses DENS-01’s quantile/Wasserstein machinery
(crate::density_fda) rather than re-deriving it. All public functions
return Result<_, FdarError> and validate inputs at entry (never panic).
Any permutation path uses per-thread seeded RNG
(StdRng::seed_from_u64(seed + k)) with a default of 999 replications. Result
structs derive Debug, Clone, PartialEq and are serde-gated.
§Divergence
Global/local Fréchet regression weights can be negative; where R uses an
osqp quadratic program to enforce a monotone predicted quantile, this crate
uses a zero-dependency sort-based isotonic projection (see the regression
submodule).
Structs§
- Correlation
Matrix Space - Correlation-matrix response space (FRE-02-02).
- Frechet
Anova Result - Result of a Fréchet ANOVA group-difference test (
frechet_anova). - Frechet
Global RegResult - Result of global Fréchet regression (
frechet_global_reg). - Frechet
Local RegResult - Result of local (local-linear, kernel-weighted) Fréchet regression
(
frechet_local_reg). - Network
Space - Network response space over
d-node graph Laplacians (FRE-02-04). - Point
Process Space - Point-process response space over length-
mintensity/count vectors (FRE-02-05). - SpdMatrix
Space - SPD covariance-matrix response space (FRE-02-01).
- Spherical
Space - Spherical-data response space on
Sᵈ⁻¹(FRE-02-03). - Wasserstein
Density Space - The 1D-Wasserstein (density-response) metric space.
Enums§
- SpdMetric
- The metric used by an
SpdMatrixSpace.
Traits§
- Metric
Space - A metric space: a distance function plus a weighted-Fréchet-mean solver over its objects. Regression / statistics routines are generic over this trait.
Functions§
- frechet_
anova - Fréchet ANOVA group-difference test on metric-space (density) responses.
- frechet_
anova_ space - Fréchet ANOVA group-difference test over an arbitrary object
MetricSpacebackend (FRE-02-07). Reuses the Dubey–Müller [compute_tn_generic] statistic and the identical seeded-permutation p-value machinery asfrechet_anova, generalized from densities to any metric-space objects. - frechet_
global_ reg - Global Fréchet regression with Euclidean predictors (Petersen & Müller 2019).
- frechet_
global_ reg_ space - Global Fréchet regression over an arbitrary object
MetricSpacebackend (FRE-02-06). Reuses the Petersen–Müller [compute_global_weights] and predicts one object perxoutrow via the space’s weighted Fréchet mean. - frechet_
local_ reg - Local (local-linear, Gaussian-kernel-weighted) Fréchet regression
(Petersen & Müller 2019,
frechet::LocWassReg). - frechet_
local_ reg_ space - Local (local-linear, kernel-weighted) Fréchet regression over an arbitrary
object
MetricSpacebackend (FRE-02-06). Reuses [compute_local_weights] and predicts one object perxoutrow via the space’s weighted Fréchet mean. - frechet_
mean - Fréchet mean (weighted barycenter) of a sample of metric-space objects.
- frechet_
variance - Fréchet variance: the (weighted) mean squared distance to a given Fréchet mean.
- wasserstein2_
distance - The 1D 2-Wasserstein distance between two densities on a shared grid.