edd - Empirical distribution distances
This R package collects distance functions between empirical distributions. The purpose of the package is to provide a common framework for comparing empirical distributions and not to provide novel distance measures. It currently includes the following distance measures:
- Wasserstein distance
- Kolmogorov distance
- Hausdorff distance
- Symmetric Kullback–Leibler distance
- Lp distance
- Moment distance
- Ky Fan distance
Installation
To install the latest development version from github:
install.packages("devtools")
devtools::install_github("blasern/edd")
Development
If you find issues, please let me know. If you would like to contribute, please create a pull request.