# pecdfHT: Compute cdf, pdf, quantiles, and simulate from a fitted... In ecdfHT: Empirical CDF for Heavy Tailed Data

## Description

Use the semi-parametric fit calculated by `ecdfHT.fit` to evaluate the cdf F(x), pdf f(x), quantiles and simulate.

## Usage

 ```1 2 3 4 5 6 7``` ```pecdfHT(x, ecdfHT.fit) decdfHT(x, ecdfHT.fit) qecdfHT(p, ecdfHT.fit) recdfHT(n, ecdfHT.fit) ```

## Arguments

 `x` A vector of numbers `ecdfHT.fit` An object returned by `ecdfHT.fit` describing the interpolation. `p` Vector of probabilites `n` Number of values to simulate

## Details

`pecdfHT` computes the cdf of the semi-parametric fit to the data. `decdfHT` computes the pdf of the semi-parametric fit to the data. This is likely very irregular and not of much value except on the tails, where the pdf calculation is computed analytically. `qecdfHT` computes quantiles. `recdfHT` simulates from a semi-parameteric distribution.

## Value

`pecdfHT` computes the cdf, `decdfHT` computes the pdf, `qecdfHT` computes the quantiles (inverse of the cdf), `recdfHT` simulates from the distribution.

## Examples

 ```1 2 3 4 5 6 7``` ```x <- rcauchy(1000) a <- ecdfHT( x, show.plot=FALSE ) fit <- ecdfHT.fit( c(.1,.9), a, add.to.plot=FALSE ) pecdfHT( -3:3, fit ) decdfHT( -3:3, fit ) qecdfHT( seq(.1,.9,.1), fit ) recdfHT( 10, fit ) ```

ecdfHT documentation built on May 2, 2019, 1:09 p.m.