Ah, that's interesting. I'll have a look because it's bound to be better than my effort.
Many thanks Dennis. Michael On 13 October 2010 22:36, Dennis Murphy <djmu...@gmail.com> wrote: > Hi: > > This recent thread revealed that a package on R-forge for calculating earth > movers distance is available: > > http://r.789695.n4.nabble.com/Measure-Difference-Between-Two-Distributions-td2712281.html#a2713505 > > HTH, > Dennis > > On Tue, Oct 12, 2010 at 7:39 PM, Michael Bedward <michael.bedw...@gmail.com> > wrote: >> >> Just to add to Greg's comments: I've previously used 'Earth Movers >> Distance' to compare histograms. Note, this is a distance metric >> rather than a parametric statistic (ie. not a test) but it at least >> provides a consistent way of quantifying similarity. >> >> It's relatively easy to implement the metric in R (formulating it as a >> linear programming problem). Happy to dig out the code if needed. >> >> Michael >> >> On 13 October 2010 02:44, Greg Snow <greg.s...@imail.org> wrote: >> > That depends a lot on what you mean by the histograms being equivalent. >> > >> > You could just plot them and compare visually. It may be easier to >> > compare them if you plot density estimates rather than histograms. Even >> > better would be to do a qqplot comparing the 2 sets of data rather than the >> > histograms. >> > >> > If you want a formal test then the ks.test function can compare 2 >> > datasets. Note that the null hypothesis is that they come from the same >> > distribution, a significant result means that they are likely different >> > (but >> > the difference may not be of practical importance), but a non-significant >> > test could mean they are the same, or that you just do not have enough >> > power >> > to find the difference (or the difference is hard for the ks test to see). >> > You could also use a chi-squared test to compare this way. >> > >> > Another approach would be to use the vis.test function from the >> > TeachingDemos package. Write a small function that will either plot your 2 >> > histograms (density plots), or permute the data between the 2 groups and >> > plot the equivalent histograms. The vis.test function then presents you >> > with an array of plots, one of which is the original data and the rest >> > based >> > on permutations. If there is a clear meaningful difference in the groups >> > you will be able to spot the plot that does not match the rest, otherwise >> > it >> > will just be guessing (might be best to have a fresh set of eyes that have >> > not seen the data before see if they can pick out the real plot). >> > >> > -- >> > Gregory (Greg) L. Snow Ph.D. >> > Statistical Data Center >> > Intermountain Healthcare >> > greg.s...@imail.org >> > 801.408.8111 >> > >> > >> >> -----Original Message----- >> >> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- >> >> project.org] On Behalf Of solafah bh >> >> Sent: Monday, October 11, 2010 4:02 PM >> >> To: R help mailing list >> >> Subject: [R] compare histograms >> >> >> >> Hello >> >> How to compare two statistical histograms? How i can know if these >> >> histograms are equivalent or not?? >> >> >> >> Regards >> >> >> >> >> >> >> >> [[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. >> > >> >> ______________________________________________ >> 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. > > ______________________________________________ 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.
