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Computes the empirical CDF of the data.

Usage

compute_cdf(Y, grid, w = NULL)

Arguments

Y

(matrix): n x 1 matrix of observed data.

grid

(matrix): Grid of values to compute the CDF at.

w

(vector, optional): n-vector of sample weights.

Value

(list): Empirical CDF and its standard deviation at the specified grid points.

Examples


Y <- c(1, 2, 3, 4, 5)

grid <- seq(0, 6, by = 0.5)

compute_cdf(Y, grid)
#> [[1]]
#>  [1] 0.0 0.0 0.2 0.2 0.4 0.4 0.6 0.6 0.8 0.8 1.0 1.0 1.0
#> 
#> [[2]]
#>  [1] 0.0000000 0.0000000 0.4000000 0.4000000 0.4898979 0.4898979 0.4898979
#>  [8] 0.4898979 0.4000000 0.4000000 0.0000000 0.0000000 0.0000000
#>