kantorovich_lp: Computes Kantorovich distance with lp_solve

In kantorovich: Kantorovich Distance Between Probability Measures

Computes Kantorovich distance with lp_solve

Description

Kantorovich distance using the lpSolve package

Usage

kantorovich_lp(mu, nu, dist, solution = FALSE, lp.object = FALSE, ...)

Arguments

mu	(row margins) probability measure in numeric mode
nu	(column margins) probability measure in numeric mode
dist	matrix defining the distance to be minimized on average
solution	logical, to use only if lp.object=FALSE; if TRUE the solution is returned in the "solution" attributes of the output
lp.object	logical, if FALSE, the output is the Kantorovich distance; if TRUE, the output is a lp.object
...	arguments passed to lp

Examples

x <- c(1.5, 2, -3)
mu <- c(1/7, 2/7, 4/7)
y <- c(4, 3.5, 0, -2)
nu <- c(1/4, 1/4, 1/4, 1/4)
M <- outer(x, y, FUN = function(x, y) abs(x - y))
kantorovich_lp(mu, nu, dist = M)

kantorovich documentation built on May 29, 2024, 5:51 a.m.