w2dist: w2dist

In optimalFlow: optimalFlow

Description

The 2-Wasserstein distance between two multivariate normal distributions

Usage

w2dist(P, Q)

Arguments

P	A multivariate normal distribution given as a list with arguments mean and cov.
Q	A multivariate normal distribution given as a list with arguments mean and cov.

Value

A double giving the 2-Wasserstein distance between the two distributions.

Examples

P <- list(mean = c(1, 1), cov = diag(1, 2))
Q <- list(mean = c(0, 0), cov = 1.1*diag(1, 2))
Q <- list(mean = c(0, 0), cov = 1.1*diag(1, 2))
w2dist(P, Q)

optimalFlow documentation built on Nov. 8, 2020, 6:59 p.m.