[R] two densities with same stepsize

From: Antje <niederlein-rstat_at_yahoo.de>
Date: Tue, 05 Feb 2008 09:22:16 +0100


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?
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...

Antje



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