https://communities.sas.com/t5/SAS-Data-Science/Earth-mover-s-distance-calculation/m-p/666768#M10095 <P>You might find this helpful:</P> <P>&nbsp;</P> <P><A href="https://blogs.sas.com/content/sgf/2018/07/12/word-movers-distance/" target="_blank">https://blogs.sas.com/content/sgf/2018/07/12/word-movers-distance/</A></P> Fri, 03 Jul 2020 09:44:58 GMT Norman21 2020-07-03T09:44:58Z https://communities.sas.com/t5/SAS-Data-Science/Earth-mover-s-distance-calculation/m-p/666743#M10094 <P>Hello,</P><P>&nbsp;</P><P>I am trying to calculate the&nbsp;Earth mover's distance index for two probabilities of default distributions (let's say PD1 and PD2).</P><P>PD1 has fewer possible values than PD2.</P><P>&nbsp;</P><P>Any thoughts on this subject?</P><P>&nbsp;</P><P>Thank you in advance!</P> Fri, 03 Jul 2020 06:55:29 GMT https://communities.sas.com/t5/SAS-Data-Science/Earth-mover-s-distance-calculation/m-p/666743#M10094 rdr_geek 2020-07-03T06:55:29Z https://communities.sas.com/t5/SAS-Data-Science/Earth-mover-s-distance-calculation/m-p/666768#M10095 <P>You might find this helpful:</P> <P>&nbsp;</P> <P><A href="https://blogs.sas.com/content/sgf/2018/07/12/word-movers-distance/" target="_blank">https://blogs.sas.com/content/sgf/2018/07/12/word-movers-distance/</A></P> Fri, 03 Jul 2020 09:44:58 GMT https://communities.sas.com/t5/SAS-Data-Science/Earth-mover-s-distance-calculation/m-p/666768#M10095 Norman21 2020-07-03T09:44:58Z