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The Apache Commons Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.ml.distance;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.MathArrays;
/**
* Calculates the Earh Mover's distance (also known as Wasserstein metric) between two distributions.
*
* @see Earth Mover's distance (Wikipedia)
*
* @since 3.3
*/
public class EarthMoversDistance implements DistanceMeasure {
/** Serializable version identifier. */
private static final long serialVersionUID = -5406732779747414922L;
/** {@inheritDoc} */
public double compute(double[] a, double[] b)
throws DimensionMismatchException {
MathArrays.checkEqualLength(a, b);
double lastDistance = 0;
double totalDistance = 0;
for (int i = 0; i < a.length; i++) {
final double currentDistance = (a[i] + lastDistance) - b[i];
totalDistance += FastMath.abs(currentDistance);
lastDistance = currentDistance;
}
return totalDistance;
}
}