title: Is there a way to measure the distance between two distributions in a multidimensional space in python?
body: <p>I want to measure the distance between two distributions in a multidimensional space. </p>
  
  <p>For example, I would like to make measurements such as Wasserstein distribution or the energy distance in multiple dimensions, not one-dimensional comparisons.</p>
  
  <p>I found a package in 1D, but I still found one in multi-dimensional. 
  How can I get out of the way?</p>
  
  <p><a href="https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.energy_distance.html" rel="noreferrer">1D energy distance</a>
  <a href="https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.wasserstein_distance.html" rel="noreferrer">1D Wasserstein distance</a></p>