[Python] Is there a way to calculate Wasserstein Distance / EMD Distance of two continuous...

I've looked at various different websites that seem to have implementations of Wasserstein distance in the discrete case, however, none of them have the continuous case?

What I want to do is something like the following:

distance = scipy.stats.wasserstein_distance(actual_data, np.random.normal(0,1,100000))


where actual_data is simply an array of real values and len(actual_data) does not have to be equivalent to 100000

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