void EmpiricalCDF(TVec *Data, TVec *xCDF, TVec *yCDF);
Empirical CDF.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Data | TVec * | Data, sorted in ascending order, with NANs and INFs removed. |
| 2 | xCDF | TVec * | Values at which CDF increases. |
| 3 | yCDF | TVec * | Calculated CDF. |
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.
Declared in Dew::Stats::Units::Statistics · Dew.Stats/Units.Statistics.h · Cross-compiler