R code/package for calculation of Wasserstein distance between two densities

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R code/package for calculation of Wasserstein distance between two densities

Ranjan Maitra-2
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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Re: R code/package for calculation of Wasserstein distance between two densities

djmuseR
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
<[hidden email]> 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
>
> ____________________________________________________________
> Can't remember your password? Do you need a strong and secure password?
> Use Password manager! It stores your passwords & protects your account.
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.