#include #include /* Computes the earth mover's distance, aka 1-Wasserstein * metric, of two histograms. It gives the minimum cost * (weight * distance) associated to shifting around the * weights of the bins to turn one histogram into the other. * * For a 1D normalised histogram the distance can be proven * to be equal to the L¹ distance of the CDF. If the bins are * equally sized this can be futher simplified to give a simple * O(n) solution. */ double emd_between(gsl_histogram *a, gsl_histogram *b); /* Normalise a histogram: ie rescaling the bin * weights to sum to 1 */ void normalise(gsl_histogram *h);