Computes the difference between the empirical CDFs of the data and the
predictions.
Usage
compute_cdf_diff(Y, f, grid, w = NULL)
Arguments
- Y
(matrix): n x 1 matrix of observed data.
- f
(matrix): n x 1 matrix of predictions.
- grid
(matrix): Grid of values to compute the CDF at.
- w
(vector, optional): n-vector of sample weights.
Value
(list): Difference between the empirical CDFs of the data and the
predictions and its standard deviation at the specified grid points.