kantorovich: Kantorovich Distance Between Probability Measures

Computes the Kantorovich distance between two probability measures on a finite set. The Kantorovich distance is also known as the Monge-Kantorovich distance or the first Wasserstein distance.

Package details

AuthorStéphane Laurent
MaintainerStéphane Laurent <laurent_step@outlook.fr>
URL https://github.com/stla/kantorovich
Package repositoryView on CRAN
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kantorovich documentation built on Oct. 29, 2020, 1:06 a.m.