empirical_cdf: Empirical Cumulative Distribution Function
Description
Given a vector x, calculate P(x <= X) for a set of upper bounds X.
Can be applied to a data.table object for multivariate use. That is,
calculate P(x <= X, y <= Y, z <= Z, ...)
Usage
empirical_cdf(x, ubounds)
Arguments
x
Numeric vector or a data.table object for multivariate use.
ubounds
A vector of upper bounds on which to evaluate the CDF.
For multivariate version, a data.table whose names correspond to columns of x.
Details
Calculate the empirical CDF of a vector, or data.table with multiple columns for multivariate use.