wecdf: Weighted empirical cumulative distribution function
In extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Description Usage Arguments Details Value Examples

Calculate the values of the weighted empirical cumulative distribution function for a given vector of data

1	wecdf(X, x, weights = rep(1, length(X)))

`X`	the vector of data to create the wecdf.
`x`	the vector of data that you want the corresponding wecdf values.
`weights`	the weights applicated to the vector X.

Give the value of the wecdf. If the weights are 1 (the default value), the wecdf become the ecdf of X.

Return a vector of the wecdf values corresponding to x given a reference vector X with weights weights.

X <- rpareto(10)
x <- seq(0.8, 50, 0.01)
plot(x, wecdf(X, x, rep(1,length(X))))

#to compare with the ecdf function
f <- ecdf(X)
lines(x, f(x), col = "red", type = "s")