Make a Distribution Function — makeDist • BMisc

turn vectors of a values and their distribution function values into an ecdf. Vectors should be the same length and both increasing.

Usage

makeDist(
  x,
  Fx,
  sorted = FALSE,
  rearrange = FALSE,
  force01 = FALSE,
  method = "constant"
)

x: vector of values
Fx: vector of the distribution function values
sorted: boolean indicating whether or not x is already sorted; computation is somewhat faster if already sorted
rearrange: boolean indicating whether or not should monotize distribution function
force01: boolean indicating whether or not to force the values of the distribution function (i.e. Fx) to be between 0 and 1
method: which method to pass to approxfun to approximate the distribution function. Default is "constant"; other possible choice is "linear". "constant" returns a step function, just like an empirical cdf; "linear" linearly interpolates between neighboring points.

ecdf

y <- rnorm(100)
y <- y[order(y)]
u <- runif(100)
u <- u[order(u)]
F <- makeDist(y, u)