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How to calculate the distance between two density functions

On Fri, Dec 5, 2008 at 3:59 PM, Chang Jia-Ming <chang.jiaming at crg.es> wrote:
One way of calculating the difference between two density functions
(or more general histograms), is the Earth Movers Distance
(e.g.http://homepages.inf.ed.ac.uk/rbf/CVonline/LOCAL_COPIES/RUBNER/emd.htm
or http://en.wikipedia.org/wiki/Earth_Mover's_Distance ).
Dirk Eddelbuettel and myself are finalizing an implementation of it
and it will be available as soon as some licensing issues are sorted
out, which will be hopefully rather soon. If you don't want to wait
till the release, please drop either Dirk or myself an email and we
could mail you the package. As I said, the implementation is working
(I am using it in a research project at the moment), it is just that
the license is at the moment nonprofit research only.

Rainer