[R] How to calculate the distance between two density functions

Rainer M Krug r.m.krug at gmail.com
Sat Dec 6 12:38:09 CET 2008

On Fri, Dec 5, 2008 at 3:59 PM, Chang Jia-Ming <chang.jiaming at crg.es> wrote:
> Dear all,
>  I wrote the following code to calculate the density functions for two data
> sets, respectively.
>  den_str <-density(str_data$Similarity);
>  den_non_str <-density(nonstr_data$Similarity);
>  However, I would like to knowing the difference between den_str and
> den_non_str, that is, the difference between the region under the curve of
> the den_str and the region under the curve of the den_non_str.

One way of calculating the difference between two density functions
(or more general histograms), is the Earth Movers Distance
or http://en.wikipedia.org/wiki/Earth_Mover's_Distance ).
Dirk Eddelbuettel and myself are finalizing an implementation of it
and it will be available as soon as some licensing issues are sorted
out, which will be hopefully rather soon. If you don't want to wait
till the release, please drop either Dirk or myself an email and we
could mail you the package. As I said, the implementation is working
(I am using it in a research project at the moment), it is just that
the license is at the moment nonprofit research only.


>  How to do?
>  Thank you for help.
> Jia-Ming
>        [[alternative HTML version deleted]]
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Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation
Biology, UCT), Dipl. Phys. (Germany)

Centre of Excellence for Invasion Biology
Faculty of Science
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University of Stellenbosch
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South Africa

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