kantorovich_lp

Kantorovich distance using the <code>lpSolve</code> package

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.

Stc3<a9>phane Laurent

kantorovich

Kantorovich Distance Between Probability Measures

kantorovich_lp function

<dl><dt>mu</dt>
<dd>(row margins) probability measure in numeric mode</dd>
<dt>nu</dt>
<dd>(column margins) probability measure in numeric mode</dd>
<dt>dist</dt>
<dd>matrix, the distance to be minimized on average;
if <code>NULL</code>, the 0-1 distance is used.</dd>
<dt>solution</dt>
<dd>logical, to use only if <code>lp.object=FALSE</code>;
if <code>TRUE</code> the solution is returned in the <code>"solution"</code> attributes
of the output</dd>
<dt>lp.object</dt>
<dd>logical, if <code>FALSE</code>, the output is the Kantorovich
distance; if <code>TRUE</code>, the output is a <code>lp.object</code></dd>
<dt>...</dt>
<dd>arguments passed to <code>lp</code></dd></dl>

Arguments

Computes Kantorovich distance with lp_solve — kantorovich_lp

<dl>

<dt>mu</dt>
<dd>(row margins) probability measure in numeric mode</dd>


<dt>nu</dt>
<dd>(column margins) probability measure in numeric mode</dd>


<dt>dist</dt>
<dd>matrix, the distance to be minimized on average;
if <code>NULL</code>, the 0-1 distance is used.</dd>


<dt>solution</dt>
<dd>logical, to use only if <code>lp.object=FALSE</code>;
if <code>TRUE</code> the solution is returned in the <code>"solution"</code> attributes
of the output</dd>


<dt>lp.object</dt>
<dd>logical, if <code>FALSE</code>, the output is the Kantorovich
distance; if <code>TRUE</code>, the output is a <code>lp.object</code></dd>


<dt>...</dt>
<dd>arguments passed to <code>lp</code></dd>

</dl>

kantorovich_lp: Computes Kantorovich distance with lp_solve

Description

Usage

Arguments

Examples