R/intECDF.r

In logcondens: Estimate a Log-Concave Probability Density from Iid Observations

intECDF <- function(s, x) {
  if (min(s) < min(x) | max(s) > max(x)) {
    cat("All elements of s must be in [x_1, x_n]!")
  } else {
    n <- length(x)
    x <- sort(x)
    dx <- c(0, diff(x))
    intED.xi <- cumsum(dx * ((0:(n - 1)) / n))
    intED.s <- rep(NA, length(s))
    for (k in 1:length(s)) {
      j <- max((1:n)[x <= s[k]])
      j <- min(j, n - 1)
      xj <- x[j]
      intED.s[k] <- intED.xi[j] + (s[k] - xj) * j / n
    } ## end for

    return(intED.s)
  } ## end if
}