The solver for the alternative mixture of distributions approach in the paper
DiSCo_mixture_solve(
c_len,
CDF.matrix,
grid.min,
grid.max,
grid.rand,
M,
simplex
)
A list containing the following elements:
distance.opt
The optimal value of the Wasserstein distance.
mean
The optimal value of the Wasserstein barycenter.
target.order
The target unit, ordered.
weights.opt
The optimal weights.
The number of controls
The matrix of CDFs
Minimal value of the grid on which the CDFs are evaluated.
Maximal value of the grid on which the CDFs are evaluated.
Random grid on which the CDFs are evaluated.
Integer indicating the number of control quantiles to use in the DiSCo method. Default is 1000.
Logical, indicating whether to use to constrain the optimal weights to the unit simplex. Default is FALSE, which only constrains the weights to sum up to 1 but allows them to be negative.