Nothing
### Fixme: In the following, computing and plotting should be separated
###--> ./ecdf.R plot.ecdf() should get conf.type and conf.int argument!!
### Also, I've posted a pre-version of this:
## Date: Mon, 22 Oct 2001 19:15:35 +0200
## From: Martin Maechler <maechler@stat.math.ethz.ch>
## Subject: [R] Re: conf.int. for ecdfs {was "Two questions"}
## To: cblouin@is2.dal.ca
## Cc: Kjetil Halvorsen <kjetilh@umsanet.edu.bo>, r-help@stat.math.ethz.ch
### Note -- this is related to the pkstwo() function inside ks.test()
### ==== in stats : ~/R/D/r-devel/R/src/library/stats/R/ks.test.R
ecdf.ksCI <- function(x, main = NULL, sub = NULL,
xlab = deparse(substitute(x)), ci.col = "red", ...)
{
force(xlab)
if(is.null(main))
main <- paste0("ecdf(",deparse(substitute(x)),") + 95% K.S. bands")
n <- length(x)
if(is.null(sub))
sub <- paste("n = ", n)
ec <- ecdf(x)
xx <- get("x", envir=environment(ec))# = sort(x)
yy <- get("y", envir=environment(ec))
D <- KSd(n)
yyu <- pmin(yy + D, 1)
yyl <- pmax(yy - D, 0)
ecu <- stepfun(xx, c(yyu, 1) )
ecl <- stepfun(xx, c(yyl, yyl[n]) )
## Plots -- all calling plot.stepfun
plot(ec, main = main, sub = sub, xlab = xlab, ...)
plot(ecu, add=TRUE, verticals=TRUE, do.points=FALSE,
col.hor= ci.col, col.vert= ci.col, ...)
plot(ecl, add=TRUE, verticals=TRUE, do.points=FALSE,
col.hor= ci.col, col.vert= ci.col, ...)
}
KSd <- function(n)
{
## `approx.ksD()'
## approximations for the critical level for Kolmogorov-Smirnov statistic D,
## for confidence level 0.95. Taken from Bickel & Doksum, table IX, p.483
## and Lienert G.A.(1975) who attributes to Miller,L.H.(1956), JASA
ifelse(n > 80,
1.358/( sqrt(n) + .12 + .11/sqrt(n)),## Bickel&Doksum, table IX,p.483
splinefun(c(1:9, 10, 15, 10 * 2:8),# from Lienert
c(.975, .84189, .70760, .62394, .56328,# 1:5
.51926, .48342, .45427, .43001, .40925,# 6:10
.33760, .29408, .24170, .21012,# 15,20,30,40
.18841, .17231, .15975, .14960)) (n))
}
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