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@saehrimnir/druidjs / wasserstein

Function: wasserstein()

ts
function wasserstein(a: number[] | Float64Array<ArrayBufferLike>, b: number[] | Float64Array<ArrayBufferLike>): number;

Defined in: metrics/wasserstein.js:10

Computes the 1D Wasserstein distance (Earth Mover's Distance) between two distributions.

Parameters

ParameterTypeDescription
anumber[] | Float64Array<ArrayBufferLike>First distribution (histogram or probability mass)
bnumber[] | Float64Array<ArrayBufferLike>Second distribution (histogram or probability mass)

Returns

number

The Wasserstein/EMD distance between a and b.

See

https://en.wikipedia.org/wiki/Wasserstein_metric