pyriemann.utils.distance.distance_wasserstein¶

pyriemann.utils.distance.distance_wasserstein(A, B)[source]¶

Wasserstein distance between two covariances matrices.

$$d = \left( {tr(A + B - 2(A^{1/2}BA^{1/2})^{1/2})}\right )^{1/2}$$

Parameters:	A – First covariance matrix B – Second covariance matrix
Returns:	Wasserstein distance between A and B