kantorovich_lp {kantorovich}

Computes Kantorovich distance with lp_solve

Description

Kantorovich distance using the lpSolve package

Usage

kantorovich_lp(mu, nu, dist, solution = FALSE, lp.object = FALSE, ...)

Arguments

mu

(row margins) probability measure in numeric mode

nu

(column margins) probability measure in numeric mode

dist

matrix defining the distance to be minimized on average

solution

logical, to use only if lp.object=FALSE; if TRUE the solution is returned in the "solution" attributes of the output

lp.object

logical, if FALSE, the output is the Kantorovich distance; if TRUE, the output is a lp.object

...

arguments passed to lp

Examples

x <- c(1.5, 2, -3)
mu <- c(1/7, 2/7, 4/7)
y <- c(4, 3.5, 0, -2)
nu <- c(1/4, 1/4, 1/4, 1/4)
M <- outer(x, y, FUN = function(x, y) abs(x - y))
kantorovich_lp(mu, nu, dist = M)