void EmpiricalCDF(TVec Data, TVec xCDF, TVec yCDF)
Empirical CDF.
| # | Name | Description |
|---|---|---|
| 1 | Data | Data, sorted in ascending order, with NANs and INFs removed. |
| 2 | xCDF | Values at which CDF increases. |
| 3 | yCDF | Calculated CDF. |
Result: stored in self (calling object)
Remarks:
Calculates empirical cumulative distribution function. Given N ordered data points Y1, Y2, ..., YN, the empirical CDF (ECDF) is defined as:
E(n)=n(i)/N ,
where n(i) is the number of points less than Yi and the Yi are ordered from smallest to largest value. This is a step function that increases by 1/N at the value of each ordered data point.