On Sat, Sep 25, 2010 at 3:16 PM, Dennis Murphy <djmu...@gmail.com> wrote:
> Hi: > > On Sat, Sep 25, 2010 at 3:47 AM, Lorenzo Isella <lorenzo.ise...@gmail.com > >wrote: > > > Dear All, > > Suppose you are given two distributions (or better: two equally-sized > lists > > of data); how can you evaluate the difference between them? > Evaluate, for me, does not necessary mean "test if they are significantly different", but rather to quantify the difference. If that is what you are looking for, you could look at the "Earth Movers Distance", where a package is available at R-forge (https://r-forge.r-project.org/projects/earthmovdist/) which I co-wrote and used before. Cheers, Rainer > I need something like an overlap measure of the two (let us say 0 == no > > overlap and 1== complete overlap). I should add that there is a 1-1 > > correspondence of the data in the two distributions (they are ordered > lists > > and e.g. the third element in the first distribution "matches" the third > > element in the second distribution). > > > > To visualize the two distributions, you could do an empirical Q-Q plot > (qqplot(x, y)); if the distributions are identical, they should lie on a 45 > degree line - location shifts are indicated by level shifts (parallel > lines) > to the 45 degree line, differences in scale by slope differences away from > 1. > > There are many types of tests to test equality of distribution, the > simplest > one being the two-sample Kolmogorov-Smirnov test. It is sensitive to > changes > in both location and scale of the two edf's (empirical distribution > functions). An alternative > is the two-sample Cramer-von Mises test. I have no doubt there are > others... > > > HTH, > Dennis > > The two distributions are not analytical (I mean they do not belong to any > > well known family). > > I wonder if mutual information could be what I am looking for. > > Cheers > > > > Lorenzo > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- NEW GERMAN FAX NUMBER!!! Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology, UCT), Dipl. Phys. (Germany) Centre of Excellence for Invasion Biology Natural Sciences Building Office Suite 2039 Stellenbosch University Main Campus, Merriman Avenue Stellenbosch South Africa Cell: +27 - (0)83 9479 042 Fax: +27 - (0)86 516 2782 Fax: +49 - (0)321 2125 2244 email: rai...@krugs.de Skype: RMkrug Google: r.m.k...@gmail.com [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
