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ecdf {stats}

Empirical Cumulative Distribution Function
Package: 
stats
Version: 
R 3.0.2

Description

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

Usage

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

## S3 method for class 'ecdf':
print((x, digits= getOption("digits") - 2, ...))

## S3 method for class 'ecdf':
summary((object, ...))

## S3 method for class '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) Fn 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= (x1,x2, ... xn), Fn is the fraction of observations less or equal to t, i.e.,

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

Values

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.

See Also

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

Examples

##-- 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?
print(ls.Fn12 <- 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)

Author(s)

Martin Maechler, maechler@stat.math.ethz.ch.
Corrections by R-core.

Documentation reproduced from R 3.0.2. License: GPL-2.