dwasserstein: 2-Wasserstein distance
In fdWasserstein: Application of Optimal Transport to Functional Data Analysis
dwasserstein R Documentation
2-Wasserstein distance
Description
Computes the 2-Wasserstein distance between the (covariance) matrices A and B.
Usage
dwasserstein(A, B)
Arguments
A, B
Two symmetric positive semi-definite matrices.
Value
A numeric object with the 2-Wasserstein distance of A and B.
Author(s)
Valentina Masarotto, Guido Masarotto
References
Masarotto, V., Panaretos, V.M. & Zemel, Y. (2019) "Procrustes Metrics on
Covariance Operators and Optimal Transportation of Gaussian Processes",
Sankhya A 81, 172-213 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s13171-018-0130-1")}
See Also
gaussBary
Examples
n <- 10
matrices <- rWishart(2,n,diag(n))
A <- matrices[,,2]
B <- matrices[,,1]
dwasserstein(A,B)
dwasserstein(A, 10*crossprod(B))
fdWasserstein documentation built on May 29, 2024, 9:53 a.m.
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| dwasserstein | R Documentation |
2-Wasserstein distance
Description
Computes the 2-Wasserstein distance between the (covariance) matrices A and B.
Usage
dwasserstein(A, B)
Arguments
A, B |
Two symmetric positive semi-definite matrices. |
Value
A numeric object with the 2-Wasserstein distance of A and B.
Author(s)
Valentina Masarotto, Guido Masarotto
References
Masarotto, V., Panaretos, V.M. & Zemel, Y. (2019) "Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes", Sankhya A 81, 172-213 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s13171-018-0130-1")}
See Also
gaussBary
Examples
n <- 10
matrices <- rWishart(2,n,diag(n))
A <- matrices[,,2]
B <- matrices[,,1]
dwasserstein(A,B)
dwasserstein(A, 10*crossprod(B))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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