[R] Mallows' distance or Earth Mover's distance in R?

[Matthias Kohl]

Hi Rainer,

we have not implemented the Mallow's distance so far. Out package 
distrEx includes implementations of the Hellinger, the Kolmogorov, the 
total variation and the Cramer von Mises distance. Combined with our 
package distrMod one can compute minimum distance estimators.

library(distrMod)
?MCEstimator
?MDEstimator

hth,
Matthias

Rainer M Krug wrote:
> Hi
>
> I am looking for an implementation (or alternative to) Mallow's
> distance or the Earth Mover's distance to compare distributions or
> unnormalized distributions (signatures).
>
> Is there an implementation in R or can somebody recommend an alternative?
>
> Thanks
>
> Rainer
>
>
>   

-- 
Dr. Matthias Kohl
www.stamats.de