R code/package for calculation of Wasserstein distance between two densities
Hi Ranjan:
Try this:
library(sos)
findFn("Wasserstein")
It appears there are three packages that might be relevant:
HistDAWass, transport and TDA.
HTH,
Dennis
On Sat, Apr 18, 2015 at 8:06 PM, Ranjan Maitra
<maitra.mbox.ignored at inbox.com> wrote:
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
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