Re: [R] Measure Difference Between Two Distributions

2010-09-25 Thread Rainer M Krug
On Sat, Sep 25, 2010 at 3:16 PM, Dennis Murphy wrote: > Hi: > > On Sat, Sep 25, 2010 at 3:47 AM, Lorenzo Isella >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, f

Re: [R] Measure Difference Between Two Distributions

2010-09-25 Thread Rainer M Krug
On Sat, Sep 25, 2010 at 6:24 PM, Lorenzo Isella wrote: > ld represent the distance as the proportion of maximum possible > >> distance, i.e. scaling it to be between 0 and 1. >> >> An example: >> A and B have the same length (x), and you calculate the emd(A, B), which >> is d. >> Now you have to d

Re: [R] Measure Difference Between Two Distributions

2010-09-25 Thread Lorenzo Isella
ld represent the distance as the proportion of maximum possible distance, i.e. scaling it to be between 0 and 1. An example: A and B have the same length (x), and you calculate the emd(A, B), which is d. Now you have to determine the maximum distance between these two: remembering the analogy of

Re: [R] Measure Difference Between Two Distributions

2010-09-25 Thread Rainer M Krug
On Sat, Sep 25, 2010 at 3:53 PM, Lorenzo Isella wrote: > On 09/25/2010 03:23 PM, Rainer M Krug wrote: > > >> 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

Re: [R] Measure Difference Between Two Distributions

2010-09-25 Thread Lorenzo Isella
On 09/25/2010 03:23 PM, Rainer M Krug wrote: 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 (

Re: [R] Measure Difference Between Two Distributions

2010-09-25 Thread Dennis Murphy
Hi: On Sat, Sep 25, 2010 at 3:47 AM, Lorenzo Isella 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? > I need something like an overlap measure of the two (let us say 0 == no > overlap an

[R] Measure Difference Between Two Distributions

2010-09-25 Thread Lorenzo Isella
Dear All, Suppose you are given two distributions (or better: two equally-sized lists of data); how can you evaluate the difference between them? 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 correspon