OVL {LPS} | R Documentation |
Quantify the overlap between gaussian distributions of the two group scores, to assess model efficiency (best models should not overlap, to prevent from false discovery).
OVL(means, sds, cutoff=1e-4, n=1e4)
means |
Numeric vector of two values, the means of the gaussian distributions. |
sds |
Numeric vector of two values, the standard deviations of the gaussian distributions. |
cutoff |
Single numeric value, minimal quantile for integration range definition (distributions will be considered between their |
n |
Single integer value, the amount of equi-distant points to use for the computation. The greater it is, the more precise the returned value will be. |
Returns the proportion of the overlap between the two gaussian distributions N1 and N2, i.e. min(N1, N2) / (N1 + N2)
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Sylvain Mareschal
# Full overlap between identical distributions
OVL(c(0,0), c(1,1))
# Increasing shift
OVL(c(0,1), c(1,1))
OVL(c(0,2), c(1,1))
OVL(c(0,3), c(1,1))
OVL(c(0,10), c(1,1))