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two densities with same stepsize

3 messages · Antje, Duncan Murdoch, Greg Snow

Original
Antje
# 
Hi there,

I have two series of data. plotting the density function of both gives me an 
idea about the difference of the data. But I would like to quantify the 
difference I see.

a <- rnorm(100)
b <- rnorm(100)

da <- density(a)
db <- density(b)

The problem is that da$x and db$x are different and so I have difficulties to 
compare them... Is there any way to force the density funtion to produce the 
values for the same x-steps?
Or is there any other statistical approach I should use for comparing two 
density functions? I need to quantify how much the data-series differ (density 
function is rather complex in my case with skew and several maximas, so not 
easily to describe as a mathematical function.
Sorry, I'm not that deep into statistics. Any comments / keywords on this is 
welcome...

Antje
Duncan Murdoch
#
On 05/02/2008 3:22 AM, Antje wrote:
If you specify n= and from= and to= to be the same, I'd expect that 
you'd get the same steps.

da <- density(a, n=512, from=min(c(a,b)), to=max(c(a,b)))
db <- density(b, n=512, from=min(c(a,b)), to=max(c(a,b)))

You could also use approxfun or splinefun to convert the density() 
output into a function that could be evaluated anywhere.
There are a lot of measures of the difference between two distributions. 
  Which one to use depends a lot on the intended purpose.

Duncan Murdoch
Greg Snow
# 
Duncan told you how to do this using density, another option is to use
the logspline package for a different way to estimate densities.  With
this approach you can use the dlogspline and plogspline functions to
compare your density estimates.

Hope this helps,