Optimal transport of the joint distribution within a data source

struct Instance

Definition and initialization of an Instance structure

• datafile : file name
• distance : ∈ ( Cityblock, Euclidean, Hamming )
• indXA : indexes of subjects of A with given X value
• indXB : indexes of subjects of B with given X value

average_distance_to_closest(inst, percent_closest)

Compute the cost between pairs of outcomes as the average distance between covariations of individuals with these outcomes, but considering only the percent closest neighbors

mutable struct Solution

• tsolve : solution time
• jointYZA : joint distribution of Y and Z in A
• jointYZB : joint distribution of Y and Z in B
• estimatorZA : estimator of probability of Z for individuals in base A
• estimatorYB : estimator of probability of Y for individuals in base B