Make a Distribution Function

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

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

Arguments

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.

Value

ecdf

Examples

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