w2dist {optimalFlow} | R Documentation |
The 2-Wasserstein distance between two multivariate normal distributions
w2dist(P, Q)
P |
A multivariate normal distribution given as a list with arguments mean and cov. |
Q |
A multivariate normal distribution given as a list with arguments mean and cov. |
A double giving the 2-Wasserstein distance between the two distributions.
P <- list(mean = c(1, 1), cov = diag(1, 2)) Q <- list(mean = c(0, 0), cov = 1.1*diag(1, 2)) Q <- list(mean = c(0, 0), cov = 1.1*diag(1, 2)) w2dist(P, Q)