Calculate distribution overlap by histogram

Calculate distribution overlap by histogram. Width of bin is adjusted according to the number of samples. This function compares two estimated distributions by histogram. It utilizes hist function in R.

ovl_hist(x1, x2)

Arguments

x1	A numeric vector.
x2	A numeric vector.

Value

estimated overlap between two distributions (range: 0 to 1)

References

This code is adopted from GCNR paper. (paper) The original code was matlab but I implemented it in the R. No code base is available. please contact to Alfonso <alfonso.r.molares@ntnu.no> The original implementation used fixed sized bin (n=100) but I used adaptive bin size selection method proposed in PRE. (paper)

Author

Seongyong Park (2020-08-18)

Examples

x1 = rnorm(100, 0)
x2 = rnorm(100, 1)
ovl_hist(x1, x2)
#> [1] 0.67