[R] R code/package for calculation of Wasserstein distance between two densities

[Ranjan Maitra]

Dear friends, 

Before reinventing the wheel, I was wondering if anyone can point me to code for calculating the Wasserstein distance between two densities. I am particularly interested in mixture densities (in functional form). I know that we have the earthmovers distance in R via the emdist package but it appears to me upon a quick look that this can not handle densities in functional form. So, I was wondering if anyone had any ideas on code for this problem. 

Many thanks and best wishes,
Ranjan

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