wecdf: Weighted empirical cumulative distribution function

In extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Weighted empirical cumulative distribution function

Description

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

Usage

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

Arguments

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.

Details

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

Value

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

Examples

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")

extremefit documentation built on Aug. 21, 2025, 6:03 p.m.