How to measure area between 2 distribution curves in R / ggplot2
ggplot2, r
Solution
The only way I can think of to do this is to calculate the area between the curve using simple trapezoids. First we manually compute the densities
d0 <- density(sample$sample_x[sample$bad_is_1==0])
d1 <- density(sample$sample_x[sample$bad_is_1==1])
Now we create functions that will interpolate between our observed density points
f0 <- approxfun(d0$x, d0$y)
f1 <- approxfun(d1$x, d1$y)
Next we find the x range of the overlap of the densities
ovrng <- c(max(min(d0$x), min(d1$x)), min(max(d0$x), max(d1$x)))
and divide that into 500 sections
i <- seq(min(ovrng), max(ovrng), length.out=500)
Now we calculate the distance between the density curves
h <- f0(i)-f1(i)
and using the formula for the area of a trapezoid we add up the area for the regions where d1>d0
area<-sum( (h[-1]+h[-length(h)]) /2 *diff(i) *(h[-1]>=0+0))
# [1] 0.1957627
We can plot the region using
plot(d0, main="d0=black, d1=green")
lines(d1, col="green")
jj<-which(h>0 & seq_along(h) %% 5==0); j<-i[jj];
segments(j, f1(j), j, f1(j)+h[jj])
Problem
The specific example is that imagine x is some continuous variable between 0 and 10 and that the red line is distribution of "goods" and the blue is "bads", I'd like to see if there is value in incorporating this variable into checking for 'goodness' but I'd like to first quantify the amount of stuff in the areas where the blue > red Because this is a distribution chart, the scales look the same, but in reality there is 98 times more good in my sample which complicates things, since it's not actually just measuring the area under the curve, but rather measuring the bad sample where it's distribution is along lines where it's greater than the red. I've been working to learn R, but am not even sure how to approach this one, any help appreciated. EDIT sample data: http://pastebin.com/7L3Xc2KU <- a few million rows of that, essentially. the graph is created with ``` graph <- qplot(sample_x, bad_is_1, data=sample_data, geom="density", color=bid_is_1) ```