get_distance: Distance between two distributions

In psrwe: PS-Integrated Methods for Incorporating RWE in Clinical Studies

Distance between two distributions

Description

Calculate difference measures using different metrics.

Usage

get_distance(
  cov0,
  cov1,
  metric = c("ovl", "ksd", "astd", "std", "abd", "ley", "mhb", "omkss")
)

Arguments

cov0	Vector (or matrix for metric = "mhb") of samples from the first distribution.
cov1	Vector (or matrix for metric = "mhb") of samples from the second distribution.
metric	Metric to use for calculating the distance with options: ovl Overlapping area (default) ksd Kullback-Leibler distance astd Standardized absolute mean difference std Standardized mean difference abd Absolute difference in means ley Levy distance mhb Mahalanobis distance omkss One minus Kolmogorov-Smirnov statistic

Value

A real value of the distance.

Examples

x <- rnorm(100,  mean = 0, sd = 1)
y <- rnorm(1000, mean = 1, sd = 2)
get_distance(x, y, "ovl")
get_distance(x, y, "abd")

psrwe documentation built on March 18, 2022, 5:33 p.m.