Gaussian_Wd | R Documentation |
Compute 2-Wasserstein distance between two Gaussian distributions
Gaussian_Wd(m1, m2, S1, S2, S = NULL)
m1 |
mean of first distribution |
m2 |
mean of second distribution |
S1 |
variance of first distribution |
S2 |
variance of second distribution |
S |
(optional) matrix of pre-computed sqrtm(sqrtm(S1) %*% S2 %*% sqrtm(S1)) |
distance value
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