[R] two densities with same stepsize

[Duncan Murdoch]

On 05/02/2008 3:22 AM, Antje wrote:
> 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?

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.

> 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...

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