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).
Usage
OVL(means, sds, cutoff=1e-4, n=1e4)
Arguments
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 cutoff and 1 - cutoff quantiles only). The lesser it is, the more precise the returned value will be.
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.
Value
Returns the proportion of the overlap between the two gaussian distributions N1 and N2, i.e. min(N1, N2) / (N1 + N2).