Weighted empirical cumulative distribution function
Weighted empirical cumulative distribution function
Calculate the values of the weighted empirical cumulative distribution function for a given vector of data
wecdf(X, x, weights = rep(1, length(X)))
Arguments
X: the vector of data to create the wecdf.
x: the vector of data that you want the corresponding wecdf values.
weights: the weights applicated to the vector X.
Returns
Return a vector of the wecdf values corresponding to x given a reference vector X with weights weights.
Details
Give the value of the wecdf. If the weights are 1 (the default value), the wecdf become the ecdf of X.
Examples
X <- rpareto(10)x <- seq(0.8,50,0.01)plot(x, wecdf(X, x, rep(1,length(X))))#to compare with the ecdf functionf <- ecdf(X)lines(x, f(x), col ="red", type ="s")