Kolmogorov-Smirnov test and the plot of max distance between two ecdf curves
Hello, Try the following. (i've changed the color of the first ecdf.) loga <- log10(a+1) # do this logb <- log10(b+1) # only once f.a <- ecdf(loga) f.b <- ecdf(logb) # (2) max distance D x <- seq(min(loga, logb), max(loga, logb), length.out=length(loga)) x0 <- x[which( abs(f.a(x) - f.b(x)) == max(abs(f.a(x) - f.b(x))) )] y0 <- f.a(x0) y1 <- f.b(x0) plot(f.a, verticals=TRUE, do.points=FALSE, col="blue") plot(f.b, verticals=TRUE, do.points=FALSE, col="green", add=TRUE) ## alternatine, use standard R plot of ecdf #plot(f.a, col="blue") #lines(f.b, col="green") points(c(x0, x0), c(y0, y1), pch=16, col="red") segments(x0, y0, x0, y1, col="red", lty="dotted") ## alternative, down to x axis #segments(x0, 0, x0, y1, col="red", lty="dotted") Hope this helps, Rui Barradas maxbre wrote
Hi all,
given this example
#start
a<-c(0,70,50,100,70,650,1300,6900,1780,4930,1120,700,190,940,
760,100,300,36270,5610,249680,1760,4040,164890,17230,75140,1870,22380,5890,2430)
length(a)
b<-c(0,0,10,30,50,440,1000,140,70,90,60,60,20,90,180,30,90,
3220,490,20790,290,740,5350,940,3910,0,640,850,260)
length(b)
out<-ks.test(log10(a+1),log10(b+1))
# max distance D
out$statistic
f.a<-ecdf(log10(a+1))
f.b<-ecdf(log10(b+1))
plot(f.a, verticals=TRUE, do.points=FALSE, col="red")
plot(f.b, verticals=TRUE, do.points=FALSE, col="green", add=TRUE)
#inverse of ecdf a
x.a<-get("x", environment(f.a))
y.a<-get("y", environment(f.a))
# inverse of ecdf b
x.b<-get("x", environment(f.b))
y.b<-get("y", environment(f.b))
#end
I want to plot the max distance between the two ecdf curves as in the
above given chart
Is that possible and how?
Thanks for your help
PS: this is an amended version of a previous thread (but no reply
followed) that I?ve deleted from Nabble repository because I realised it
was not enough clear (now I hope it?s a little better, sorry for that)
-- View this message in context: http://r.789695.n4.nabble.com/Kolmogorov-Smirnov-test-and-the-plot-of-max-distance-between-two-ecdf-curves-tp4631437p4631438.html Sent from the R help mailing list archive at Nabble.com.