ecdf

0th

Percentile

Empirical Cumulative Distribution Function

Compute an empirical cumulative distribution function, with several methods for plotting, printing and computing with such an “ecdf” object.

Keywords
hplot, dplot
Usage
ecdf(x)

# S3 method for ecdf plot(x, …, ylab="Fn(x)", verticals = FALSE, col.01line = "gray70", pch = 19)

# S3 method for ecdf print(x, digits= getOption("digits") - 2, …)

# S3 method for ecdf summary(object, …) # S3 method for ecdf quantile(x, …)

Arguments
x, object

numeric vector of the observations for ecdf; for the methods, an object inheriting from class "ecdf".

arguments to be passed to subsequent methods, e.g., plot.stepfun for the plot method.

ylab

label for the y-axis.

verticals

see plot.stepfun.

col.01line

numeric or character specifying the color of the horizontal lines at y = 0 and 1, see colors.

pch

plotting character.

digits

number of significant digits to use, see print.

Details

The e.c.d.f. (empirical cumulative distribution function) \(F_n\) is a step function with jumps \(i/n\) at observation values, where \(i\) is the number of tied observations at that value. Missing values are ignored.

For observations x\(= (\)\(x_1,x_2\), … \(x_n)\), \(F_n\) is the fraction of observations less or equal to \(t\), i.e., $$F_n(t) = \#\{x_i\le t\}\ / n = \frac1 n\sum_{i=1}^n \mathbf{1}_{[x_i \le t]}.$$

The function plot.ecdf which implements the plot method for ecdf objects, is implemented via a call to plot.stepfun; see its documentation.

Value

For ecdf, a function of class "ecdf", inheriting from the "stepfun" class, and hence inheriting a knots() method.

For the summary method, a summary of the knots of object with a "header" attribute.

The quantile(obj, ...) method computes the same quantiles as quantile(x, ...) would where x is the original sample.

Note

The objects of class "ecdf" are not intended to be used for permanent storage and may change structure between versions of R (and did at R 3.0.0). They can usually be re-created by

    eval(attr(old_obj, "call"), environment(old_obj))

since the data used is stored as part of the object's environment.

See Also

stepfun, the more general class of step functions, approxfun and splinefun.

Aliases
  • ecdf
  • plot.ecdf
  • print.ecdf
  • summary.ecdf
  • quantile.ecdf
Examples
library(stats) # NOT RUN { ##-- Simple didactical ecdf example : x <- rnorm(12) Fn <- ecdf(x) Fn # a *function* Fn(x) # returns the percentiles for x tt <- seq(-2, 2, by = 0.1) 12 * Fn(tt) # Fn is a 'simple' function {with values k/12} summary(Fn) ##--> see below for graphics knots(Fn) # the unique data values {12 of them if there were no ties} y <- round(rnorm(12), 1); y[3] <- y[1] Fn12 <- ecdf(y) Fn12 knots(Fn12) # unique values (always less than 12!) summary(Fn12) summary.stepfun(Fn12) ## Advanced: What's inside the function closure? ls(environment(Fn12)) ##[1] "f" "method" "n" "x" "y" "yleft" "yright" utils::ls.str(environment(Fn12)) stopifnot(all.equal(quantile(Fn12), quantile(y))) ###----------------- Plotting -------------------------- require(graphics) op <- par(mfrow = c(3, 1), mgp = c(1.5, 0.8, 0), mar = .1+c(3,3,2,1)) F10 <- ecdf(rnorm(10)) summary(F10) plot(F10) plot(F10, verticals = TRUE, do.points = FALSE) plot(Fn12 , lwd = 2) ; mtext("lwd = 2", adj = 1) xx <- unique(sort(c(seq(-3, 2, length = 201), knots(Fn12)))) lines(xx, Fn12(xx), col = "blue") abline(v = knots(Fn12), lty = 2, col = "gray70") plot(xx, Fn12(xx), type = "o", cex = .1) #- plot.default {ugly} plot(Fn12, col.hor = "red", add = TRUE) #- plot method abline(v = knots(Fn12), lty = 2, col = "gray70") ## luxury plot plot(Fn12, verticals = TRUE, col.points = "blue", col.hor = "red", col.vert = "bisque") ##-- this works too (automatic call to ecdf(.)): plot.ecdf(rnorm(24)) title("via simple plot.ecdf(x)", adj = 1) par(op) # }
Documentation reproduced from package stats, version 3.6.1, License: Part of R 3.6.1

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