L2-Wasserstein (Mallows) distance for intervals

Computes the L2-Wasserstein distance between interval-valued observations, assuming uniform distributions within each interval.

Usage

idist_wasserstein(centers, radii)

Arguments

centers

Numeric matrix of interval midpoints (n x p).

radii

Numeric matrix of interval half-widths (n x p).

Value

A symmetric n x n distance matrix.

Examples

C <- matrix(rnorm(12), 4, 3)
R <- matrix(runif(12, 0.1, 0.5), 4, 3)
D <- idist_wasserstein(C, R)