Returns the desired quantiles of quantile regression object such
 as an extlogF1() or lms.bcn() VGLM object

eCDF

An implementation of about 6 major classes of
statistical regression models. The central algorithm is
Fisher scoring and iterative reweighted least squares.
At the heart of this package are the vector generalized linear
and additive model (VGLM/VGAM) classes. VGLMs can be loosely
thought of as multivariate GLMs. VGAMs are data-driven
VGLMs that use smoothing. The book "Vector Generalized
Linear and Additive Models: With an Implementation in R"
(Yee, 2015) <DOI:10.1007/978-1-4939-2818-7> gives details of
the statistical framework and the package. Currently only
fixed-effects models are implemented. Many (100+) models and
distributions are estimated by maximum likelihood estimation
(MLE) or penalized MLE. The other classes are RR-VGLMs
(reduced-rank VGLMs), quadratic RR-VGLMs, doubly constrained
RR-VGLMs, quadratic RR-VGLMs, reduced-rank VGAMs,
RCIMs (row-column interaction models)---these classes perform
constrained and unconstrained quadratic ordination (CQO/UQO)
models in ecology, as well as constrained additive ordination
(CAO). Hauck-Donner effect detection is implemented.
Note that these functions are subject to change;
see the NEWS and ChangeLog files for latest changes.

Thomas Yee

VGAM

Vector Generalized Linear and Additive Models

Cleve Moler

eCDF function

Empirical Cumulative Distribution Function — eCDF

<dl>

 <dt>object</dt>
<dd>an object such as
 a <code>vglm</code> object with
 family function <code>extlogF1</code> or
 <code>lms.bcn</code>.
</dd>

 <dt>all</dt>
<dd>Logical. Return all other information?
 If true, the empirical CDF is returned.
</dd>

 <dt>...</dt>
<dd>additional optional arguments.
 Currently unused.
</dd>

</dl>

eCDF: Empirical Cumulative Distribution Function

Description

Usage

Arguments

Value

Details

See Also

Examples