kantorovich

Kantorovich Distance Between Probability Measures

Last update: 22 August 2023

Software version identifier: 3.0.1, 1.0.0, 1.1.0, 2.0.0, 2.0.1, 3.0.0, 3.1.0

Copyright license: GNU General Public License, version 3.0

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.