[R] compare histograms

[Michael Bedward]

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.Snow at 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.snow at imail.org
> 801.408.8111
>
>
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at 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]]
>
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