R code/package for calculation of Wasserstein distance between two densities
Dear friends, Before reinventing the wheel, I was wondering if anyone can point me to code for calculating the Wasserstein distance between two densities. I am particularly interested in mixture densities (in functional form). I know that we have the earthmovers distance in R via the emdist package but it appears to me upon a quick look that this can not handle densities in functional form. So, I was wondering if anyone had any ideas on code for this problem. Many thanks and best wishes, Ranjan ____________________________________________________________ Can't remember your password? Do you need a strong and secure password? Use Password manager! It stores your passwords & protects your account.