pdegross: Cumulative distribution function (cdf) based on an object...

In degross: Density Estimation from GROuped Summary Statistics

Description

Cumulative distribution function (cdf) based on an object resulting from the estimation procedure in degross.

Usage

pdegross(x, degross.fit, phi)

Arguments

x	Scalar or vector where the fitted cdf must be evaluated.
degross.fit	A degross.object generated using degross and containing the density estimation results.
phi	(Optional) vector of spline parameters for the log density (default: degross.fit$phi if missing).

Value

a scalar or vector of the same length as x containing the value of the fitted cdf at x.

Author(s)

Philippe Lambert [e-mail]

References

Lambert, P. (2021) Moment-based density and risk estimation from grouped summary statistics. arXiv:2107.03883.

See Also

degross.object, ddegross, qdegross, degross.

Examples

## Generate grouped data
sim = simDegrossData(n=3500, plotting=TRUE, choice=2)

## Create a degrossData object
obj.data = degrossData(Big.bins=sim$Big.bins, freq.j=sim$freq.j, m.j=sim$m.j)
print(obj.data)

## Estimate the density
obj.fit = degross(obj.data)

## Superpose the fitted cdf using the <pdegross> function
with(sim, curve(true.cdf(x),min(Big.bins),max(Big.bins),
     col="red",lwd=2, ylab="F(x)"))
curve(pdegross(x,obj.fit),add=TRUE,lty="dashed")
legend("topleft", legend=c("Target cdf","Estimated cdf"), lwd=2,
       lty=c("solid","dashed"), col=c("red","black"), box.lty=0, inset=.04)

degross documentation built on Aug. 4, 2021, 5:06 p.m.