Description
Kantorovich Distance Between Probability Measures
Description
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.
README.md
kantorovich package for R
Kantorovich distance between finite probability measures
Install
You can install:
- the latest released version from CRAN with
install.packages("kantorovich")
- the latest development version from
githubusing thedevtoolspackage:
devtools::install_github('stla/kantorovich', build_vignettes = TRUE)
To learn more
Look at the vignettes:
browseVignettes(package = "kantorovich")
Find a bug ? Suggestion for improvement ?
Please report at https://github.com/stla/kantorovich/issues.