Wasserstein distance for histograms

The trick was to get the right synonym for Wasserstein distance. In this case earth mover distance. A little google gives:

https://github.com/mirkobunse/EarthMoversDistance.jl

and following the instructions on the README I was able to calculate a distance.
Thanks mirkobunse (Mirko Bunse).

Also, this thread might be relevant:

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