I’ve looked at various different websites that seem to have implementations of Wasserstein distance in the discrete case, however, none of them have the continuous case?
What I want to do is something like the following:
distance = scipy.stats.wasserstein_distance(actual_data, np.random.normal(0,1,100000))
where actual_data
is simply an array of real values and len(actual_data)
does not have to be equivalent to 100000