First, some background. Given a multivariate dataset with a large number of descriptor variables (i.e. columns in the matrix), ecologists (and others) often try to distill all of the descriptors into a single metric describing the relatedness of the objects in the matrix (i.e. rows). They usually do this by calculating one of many ‘distance’, ‘similarity’, or ‘dissimilarity’ metrics, all of which have various properties. Commonly in ecology, this is done for site x species matrices, where ecologists attempt to describe how sites are related to one another based on community composition. By far the most common is Euclidean distance. It follows from the Pythagorean theorem. Suppose we have two sites, or rows, called ‘1’ and ‘2’, because I’m feeling creative. Then site 1 is a vector with one entry per species, same for site ‘2’ . The euclidean distance is the sum of squared differences between the two sites:
or in vector notation:
We square so far?
The common criticism of Euclidean distances is that it ‘counts double zeros’, so that species absent from both sites actually lead to sites being more similar than otherwise. A number of other metrics, like the chord distance, don’t have this problem. The chord distance is the Euclidean distance of normalized vectors. Define as the normalized vector of Site 1 and the same for Site 2.
and so on for Site 2. Then, the chord distance is identical to the Euclidean distance above:
The question I’ve always had is this.. how can the Euclidean distance count double zeroes while the chord distance, which is Euclidean does not? The answer is that neither of them do. You can add as many double zeroes to either vector and the distance does not change. For example, imagine two sites with three species and . The Euclidean distance for these two sites is 7.6158. The chord distance for these sites is 0.3203. Now, let’s tack on 5 zeroes to each site (5 double zeroes). Amazingly, both the Euclidean and chord distances are unchanged. This is because the zeros cancel out , so they contribute nothing to the distance. This is the same rationale that Legendre and Legendre give in Numerical Ecology for why double zeroes do not contribute to chi-square metrics, yet the same applies for Euclidean distances.
So what’s the deal with Euclidean distance and double zeroes? Obviously the zeroes cancel, just as in other metrics. The issue comes up when you use Euclidean distances on raw abundances and attempt to make inference about species composition, which leads to the so-called paradox of Euclidean distances. Let’s take the example matrix:
Sites 1 and 2 share two species in common, while Site 3 is all by its one-sies. If you calculate the Euclidean distances between these sites, you get:
Sites 2 and 3 are more similar than Sites 1 and 2, even though Site 3 shares no species in common! Let’s try it on the chord distances. Doing that, we get:
That’s better. Now Site 3 is equally distant from both Sites 1 and 2 since it shares no species in common with either of them. So what the hell? This is why it’s termed a paradox. But if I’ve learned anything by watching the iTunes U lecture of Harvard Stats 110 (Thanks Joel!), it’s that anything called a paradox just means you haven’t thought about it long enough. Here’s a hint: the answer isn’t that Euclidean distance counts double zeroes while Chord does not, as shown above. Especially since Chord is Euclidean, it uses the exact same equation.
The answer is actually much simpler, and non-mathy. Euclidean distances on raw abundance values place a premium on differences in the number of individuals, not species. So it’s actually getting it right. Sites 2 and 3 have 2 and 1 individuals total, respectively. When you take the difference, you’re basically counting up the number of individuals the sites do not share. In that case, it happens to be that Sites 2 and 3 only have three individuals that differ between them. Sites 1 and 3 have 13 individuals that differ between them, and Sites 1 and 2 have 10 individuals that differ between them. So by this math, Sites 2 and 3 actually should be really similar.
Chord distances (and distances, and others) standardize the data, taking differences in total abundances out of the equation. Instead, it compares how individuals are distributed across species. Since all of Sites 3 is in the first species, and Sites 1 and 2 distributed their individuals in the second and third species, obviously Sites 1 and 2 will be more similar. This is why McCune and Grace even say that Euclidean distances on relativized species abundances is OK. If you want to compare species composition using Euclidean distances, you need to first take differences in abundances out of the question. All of the other ‘non-zero-counting’ distances more or less do the same thing.
If your question is how sites vary in both abundance AND species composition, then Euclidean distance is probably OK. Just don’t use PCA on species abundances. Ever.
By the way, the iTunes U Harvard Stats 110 series is awesome, and Joel Blitzstein is a great lecturer. Totally worth the time to watch all the lectures. And its free.
Python code for the above is here:
import numpy as np
x1 = np.array([0, 4, 8])
x2 = np.array([0, 1, 1])
Euc_D = np.sqrt( (x1-x2).dot(x1-x2) )
n1 = x1/np.sqrt( x1.dot(x1) )
n2 = n2/np.sqrt( x2.dot(x2) )
Chord_D = np.sqrt( (n1-n2).dot(n1-n2) )
x1_2 = np.append(x1, np.zeros(5))
x2_2 = np.append(x2, np.zeros(5))
Euc_D2 = np.sqrt( (x1_2 - x2_2).dot(x1_2 - x2_2) )
n1_2 = x1_2 / np.sqrt(x1_2.dot(x1_2))
n2_2 = x2_2 / np.sqrt(x2_2.dot(x2_2) )
Chord_D2 = np.sqrt((n1_2 - n2_2).dot(n1_2 - n2_2))
x3 = np.array([1, 0, 0])
Sites = np.array([x1, x2, x3])
Euc_M = np.zeros([3, 3])
for i in xrange(3):
for j in xrange(3):
Euc_M[i,j] = np.sqrt((Sites[i,:] - Sites[j,:]).dot( Sites[i,:] - Sites[j,:] ) )
Chord_Sites = np.apply_along_axis(lambda x: x/np.sqrt(x.dot(x)), 1, Sites )
for i in xrange(3):
for j in xrange(3):
Chord_M[i,j] = np.sqrt( (Chord_Sites[i,:] - Chord_Sites[j,:]).dot( Chord_Sites[i,:] - Chord_Sites[j,:] ) )