[R] R code/package for calculation of Wasserstein distance between two densities
maitra.mbox.ignored at inbox.com
Sun Apr 19 05:06:26 CEST 2015
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,
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