Message-ID: <20150418220626.7dfa9e3976764f8a01a121b2@inbox.com>
Date: 2015-04-19T03:06:26Z
From: Ranjan Maitra
Subject: 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.