I have two ecdf plots using below code:
ecdf1 <- ecdf(data1)
ecdf2 <- ecdf(data2)
These plots are crossing each other. I need to take the crossing point (intersection point) coordinates. How should I do this in R?
Lets' create a reproducible example to demonstrate:
set.seed(1)
data1 <- rnorm(50) + 1.2
data2 <- rexp(50)
Now we use your code to create the two ecdf functions:
ecdf1 <- ecdf(data1)
ecdf2 <- ecdf(data2)
If we plot them, we will see these curves intersect at two points: once between 0 and 1, and again just above 2.
plot(ecdf1, col = "red")
plot(ecdf2, col = "blue", add = TRUE)
To find these exact points, we create a function of x that is the difference between the two ecdf functions at x. We then use the function uniroot
to determine where this difference function is equal to 0:
diff_func <- function(x) ecdf1(x) - ecdf2(x)
root1 <- uniroot(diff_func, c(0, 1))$root # Finds the lower intersection
root2 <- uniroot(diff_func, c(2, 3))$root # Finds the upper intersection
We can check our results make sense:
root1
#> [1] 0.1568627
root2
#> [1] 2.055556
And even plot segments to demonstrate the intersections are correct:
segments(root1, y0 = 0, y1 = ecdf1(root1), lty = 2)
segments(root2, y0 = 0, y1 = ecdf1(root2), lty = 2)
Created on 2023-02-26 with reprex v2.0.2