extremefit (version 1.0.2)

wecdf: Weighted empirical cumulative distribution function

Description

Calculate the values of the weighted empirical cumulative distribution function for a given vector of data

Usage

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 \(X\).

Value

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

# NOT RUN {
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")

# }