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

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

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.