[R] Measuring dispersion

Moshe Olshansky
Tue, 17 Jun 2008 22:52:33 -0000

You could also look at the difference between your empirical distribution and
the uniform distribution (something like Kolmogorov-Smirnov test).


--- On Tue, 17/6/08, S. Nunes <snunes at gmail.com> wrote:

> From: S. Nunes <snunes at gmail.com>
> Subject: [R] Measuring dispersion
> To: r-help at stat.math.ethz.ch
> Received: Tuesday, 17 June, 2008, 7:56 PM
> Hi,
>
> I'm looking for a function to measure the dispersion of
> a set of
> values ranging from 0 to 1.
> This function should be 0 if all the values are evenly
> spaced within
> the interval and it should be > 0 if values are
> clustered.
> The more clustered the values are, the higher should the
> function be.
>
> An example:
>
> [0; 0.2; 0.4; 0.6; 0.8; 1] - function should be ~ 0
> [0; 0.1; 0.1; 0.15; 1] - function should be > 1
>
> This data comes from time-dependent observations recorded
> between a
> start time (0) and an end time (1).
> I want to find out which series are more clustered, i.e.
> less evenly
> distributed.
>
> I'm going to test Kurtosis for this but it doesn't
> seem to be the best
> tool for the job.
> As I understand, Kurtosis evaluates the
> "strength" of a single central
> peak. My data can have multiple peaks (clusters).
>
> Thanks in advance for your comments,
> --
> S?rgio Nunes
>
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