DiSCo_mixture_solve {DiSCos} | R Documentation |
The solver for the alternative mixture of distributions approach in the paper
DiSCo_mixture_solve(
c_len,
CDF.matrix,
grid.min,
grid.max,
grid.rand,
M,
simplex
)
c_len |
The number of controls |
CDF.matrix |
The matrix of CDFs |
grid.min |
Minimal value of the grid on which the CDFs are evaluated. |
grid.max |
Maximal value of the grid on which the CDFs are evaluated. |
grid.rand |
Random grid on which the CDFs are evaluated. |
M |
Integer indicating the number of control quantiles to use in the DiSCo method. Default is 1000. |
simplex |
Logical, indicating whether to use to constrain the optimal weights to the unit simplex. Default is FALSE, which only constrains the weights to sum up to 1 but allows them to be negative. |
A list containing the following elements:
distance.opt
The optimal value of the Wasserstein distance.
mean
The optimal value of the Wasserstein barycenter.
target.order
The target unit, ordered.
weights.opt
The optimal weights.