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. > [[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.
