pseudosC function

Estimation cdf, left-continuous cdf, and pseudo-observations

Estimation cdf, left-continuous cdf, and pseudo-observations

This function estimates the empirical cdf, its left limit, and pseudo-observations for a univatiate vector y

pseudosC(y)

Arguments

  • y: univariate data

Returns

  • Fn: Emprirical cdf

  • Fm: Left-contniuous cdf

  • U: Pseudo-obsevations

Examples

y = rpois(100,2) out=pseudosC(y)

Author(s)

Bruno N. Remillard, January 20, 2022

  • Maintainer: Bruno N Remillard
  • License: GPL (>= 2)
  • Last published: 2023-11-30

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