kantorovich_CVX: Computes Kantorovich distance with CVX

In kantorovich: Kantorovich Distance Between Probability Measures

Computes Kantorovich distance with CVX

Description

Kantorovich distance using the CVXR package

Usage

kantorovich_CVX(
  mu,
  nu,
  dist = NULL,
  solution = FALSE,
  stop_if_fail = TRUE,
  solver = "ECOS",
  ...
)

Arguments

mu	(row margins) probability measure in numeric mode
nu	(column margins) probability measure in numeric mode
dist	matrix, the distance to be minimized on average; if NULL, the 0-1 distance is used.
solution	logical; if TRUE the solution is returned in the "solution" attributes of the output
stop_if_fail	logical; if TRUE, an error is returned in the case when no solution is found; if FALSE, the output of psolve is returned with a warning
solver	the CVX solver, passed to psolve
...	other arguments passed to psolve

Examples

mu <- c(1/7,2/7,4/7)
nu <- c(1/4,1/4,1/2)
kantorovich_CVX(mu, nu)

kantorovich documentation built on Aug. 23, 2023, 1:06 a.m.