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CMP++: Uncertainty Quantification & Bayesian Calibration
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#include "wasserstein.h"#include "distribution.h"#include <cmath>#include <algorithm>#include <omp.h>
Namespaces | |
| namespace | cmp |
Functions | |
| double | cmp::wasserstein1D (Eigen::VectorXd &s1, Eigen::VectorXd &s2, double p) |
| Computes the 1D Wasserstein distance between two empirical distributions. | |
| double | cmp::slicedWassersteinDistance (const Eigen::MatrixXd &samples_1, const Eigen::MatrixXd &samples_2, double p, int slices, size_t seed=42) |
| Computes the sliced-Wasserstein distance of order p between two n-dimensional datasets. | |