Displaying 2 results from an estimated 2 matches for "empcdf".
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ecdf
2003 Sep 23
1
AW: Rank and extract data from a series
...gt; > space. I was hoping for something that would retain the
> > adaptability of integrate().
>
> Yesterday, I've suggested to use approxfun(). Did you consider my
> suggestion? Below is an example.
>
> N <- 500
> x <- rexp(N)
> y <- rank(x)/(N+1)
> empCDF <- approxfun(x,y)
> xvals <- seq(0,4,.01)
> plot(xvals,empCDF(xvals),type="l",
> xlab="Quantile",ylab="Cumulative Distribution Function")
> lines(xvals,pexp(xvals),lty=2)
> legend(2,.4,c("Empirical CDF","Exact CDF"),lty=1:2)
>...
2003 Sep 23
0
Rank and extract data from a series
...hat would retain the
> > > adaptability of integrate().
> >
> > Yesterday, I've suggested to use approxfun(). Did you consider my
> > suggestion? Below is an example.
> >
> > N <- 500
> > x <- rexp(N)
> > y <- rank(x)/(N+1)
> > empCDF <- approxfun(x,y)
> > xvals <- seq(0,4,.01)
> > plot(xvals,empCDF(xvals),type="l",
> > xlab="Quantile",ylab="Cumulative Distribution Function")
> > lines(xvals,pexp(xvals),lty=2)
> > legend(2,.4,c("Empirical CDF","Exac...