wecdf function

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 XX.

Returns

Return a vector of the wecdf values corresponding to xx given a reference vector XX with weights weightsweights.

Details

Give the value of the wecdf. If the weights are 1 (the default value), the wecdf become the ecdf of XX.

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 function f <- ecdf(X) lines(x, f(x), col = "red", type = "s")
  • Maintainer: Kevin Jaunatre
  • License: GPL-2
  • Last published: 2019-05-04

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