viabel.error_bounds

viabel.error_bounds(*, W1=inf, W2=inf, q_var=inf, p_var=inf)

Compute error bounds.

Compute bounds on differences in the means, standard deviations, and covariances of p and q using (bounds on) the 1- and 2-Wasserstein distance.

Parameters:

W1float

(Bound on) the 1-Wasserstein distance between p and q.

W2float

(Bound on) the 2-Wasserstein distance between p and q.

q_varfloat or array-like matrix

(Bound on) the (co)variance of q.

p_varfloat or array-like matrix

(Bound on) the (co)variance of p.

Returns:

resultsdict

contains the following bounds: mean_error, var_error, std_error.