WassersteinDist {BIDistances} | R Documentation |
Wasserstein Distance
Description
Computes the Wasserstein distance for a data matrix
Usage
WassersteinDist(Data, p = 1, InverseWeighting = FALSE)
Arguments
Data |
data matrix of n cases and d feautures |
p |
scalar higher than one, the power to which the Euclidean distance between points is taken in order to compute transportation costs. |
InverseWeighting |
weighting per row can be either 1 (FALSE) or 1/n (TRUE) |
Details
Wasserstein distance, also known as Earth Mover’s Distance (EMD) is the distance between two probability distributions over a region D. The Wasserstein distance of order p is defined as the p-th root of the total cost incurred when transporting measure a to measure b in an optimal way, where the cost of transporting a unit of mass from x to y is given as the p-th power of the Euclidean distance.
It is claimed to be useful for distributions that do not align well with traditional measures like Euclidean distance.
Value
matrix of distances, symmetric
Author(s)
Michae Thrun
References
...
See Also
Examples
data(Hepta)
distMat=WassersteinDist(Hepta$Data)