Earth Mover's Distance
Dear All,
From time to time I need to resort to the calculation of the earth
mover' distance (see https://en.wikipedia.org/wiki/Earth_mover's_distance and https://en.wikipedia.org/wiki/Wasserstein_metric . In the past I used the package https://r-forge.r-project.org/projects/earthmovdist/ which apparently is no longer available, but there is plenty of choice in R.
From the transport package, I found this example
set.seed(27) x <- pp(matrix(runif(100),50,2)) y <- pp(matrix(runif(100),00,2)) wasserstein(x,y,p=1) but it is not 100% clear to me how to interpret it. Are x and y meant as histograms where the the center of each bin is provided and the total mass in the bins is automatically normalized to 1? Essentially, my situation is that I have two univariate samples of unequal size. I would like to bin them and calculate the earth mover's distance between them. I am not sure if this is what the example above does. Cheers Lorenzo