One-dimensional Earth Mover's distance between two samples

The mean absolute difference between the two empirical quantile functions, evaluated on a common grid. Equivalent to the area between the two cumulative distributions, and to the Wasserstein-1 distance.

Usage

emd_1d(a, b, n = 512L)

Arguments

a, b

numeric vectors

n

quantile grid resolution

Value

the distance in the units of a and b, or NA if either side is too small to describe a distribution