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fastfrechet: An R package for fast implementation of Fréchet regression with distributional responses.
Alexander Coulter1, Rebecca Lee1, Irina Gaynanova2
1Department of Statistics, Texas A&M University, United States.
Journal of Open Source Software
|October 22, 2025
Summary
This study introduces fastfrechet, an R package for distribution-as-response regression. It offers fast Fréchet regression and variable selection in 2-Wasserstein space, enhancing biomedical data analysis.
Area of Science:
- Statistical modeling
- Computational statistics
- Biomedical data analysis
Background:
- Distribution-as-response regression is increasingly important in biomedical fields with complex patient data.
- Fréchet regression handles non-Euclidean and distributional responses, extending traditional regression.
- Existing methods for variable selection in this domain are being advanced.
Purpose of the Study:
- To introduce fastfrechet, an R package for efficient Fréchet regression and variable selection.
- To provide a scalable implementation for analyzing large, distribution-valued biomedical datasets.
- To make advanced statistical methods readily accessible for researchers.
Main Methods:
- Implementation of Fréchet regression and variable selection algorithms in R.
- Utilizes the 2-Wasserstein metric for distributional responses.
- Incorporates resampling tools for automated variable selection.
Main Results:
- The fastfrechet package offers a fast and scalable solution for distribution-based regression.
- Enables efficient variable selection using resampling techniques.
- Facilitates the analysis of large-scale biomedical datasets like the UK Biobank.
Conclusions:
- fastfrechet democratizes the use of advanced Fréchet regression and variable selection methods.
- The package is highly scalable and suitable for large biomedical data.
- It supports robust analysis of complex, distribution-valued data.
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