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

[Lucke, Joseph F]

In general, comparing two continuous densities is difficult because they
can differ on a set of measure 0 (i.e., at a single point) and yet have
the same distribution function. 

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Chang Jia-Ming
Sent: Friday, December 05, 2008 8:00 AM
To: r-help at r-project.org
Subject: [R] How to calculate the distance between two density functions

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.

 How to do?

 Thank you for help.

Jia-Ming

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