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rkernel-density

Comparing Kernel Density Estimation plots

I am actually a novice to R and stats.. Could something like this be done in R

Determining the density estimates of two samples ( 2 Vectors )..?? I have done this Using R and obtained 2 density curves for the 2 samples using kernel density estimation ..

Is there anyway to quantitatively compare how similar/Dissimilar the density estimates of 2 samples are..?

I am trying to find out which data sample exhibits has a similar distribution to a particular distribution..

I am using R Language... Can somebody please help..??

Solution

  • You can use Kolmogorov-Smirnov test (ks.test) to compare two distributions. Cramer-von-Mises test is another one. There is this PDF Fitting Distributions with R where they also list other tests that are available (although the nortest package that he uses only tests for normality).