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

2015-04-20 Thread Ranjan Maitra
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] R code/package for calculation of Wasserstein distance between two densities

2015-04-20 Thread Dennis Murphy
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.igno...@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

 
 Can't remember your password? Do you need a strong and secure password?
 Use Password manager! It stores your passwords  protects your account.

 __
 R-help@r-project.org 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.

__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.