Kantorovich Distance Between Probability Measures

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.

Kantorovich distance between finite probability measures


You can install:

  • not yet, but soon, the latest released version from CRAN with
  • the latest development version from github using the devtools package:
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


Reference manual

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3.0.0 by Stéphane Laurent, a year ago


Report a bug at https://github.com/stla/kantorovich/issues

Browse source code at https://github.com/cran/kantorovich

Authors: Stéphane Laurent

Documentation:   PDF Manual  

GPL-3 license

Imports rcdd, gmp, methods, lpSolve, Rglpk, slam, CVXR

Suggests testthat, knitr, rmarkdown

System requirements: GMP (https://gmplib.org/)

See at CRAN