weiquanpan/wassersteinbound

This repository contains the R package wassersteinbound which reproduces the numerical experiments in "Bounds on Wasserstein distances between continuous distributions using independent samples" (2022) by Tamas Papp and Chris Sherlock.

The package can be installed by using devtools:

install.packages("devtools")
devtools::install_github("tamaspapp/wassersteinbound")

The /inst/ directory (found at the top level of the package installation directory) contains all of the scripts which reproduce the experiments:

1. Run all scripts in directories ./reproduceprelim, ./reproducejack and ./reproduceoverdispmcmc to replicate the results in Sections 2.4, 3.3 and 4.1.2 (and its associated appendix).
2. Run ./reproducegibbs/gibbs_run.R to replicate the results in Section 4.4.1.
3. Run ./reproduceulamalascaling/_run.R to replicate the results in Section 4.4.2 and the associated appendix.
4. Run ./reproducesvm/_run.R to replicate the results in Section 4.4.3 and the associated appendix.