R help - Apr 2015 - R code/package for calculation of Wasserstein distance between two densities

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