edfgen: Generator of weighted empirical CDS.
In RostyslavMaiboroda/mixvconc:

Description Usage Arguments Value Examples

Generator of weighted empirical CDS.

1	edfgen(xs, m)

`xs`	a `wtsamp` or `wtcens` object representing a sample with distributions of different components.
`m`	number of the component whose CDF is estimated.

a function with the call f(t) where t is the vector of points at which the estimate is calculated. f(t) returns the vector of estimates.

set.seed(3)
p <- genunifp(1000,2) # create mixing probabilities
a <- lsweight(p) # calculate minimax weights
# create a weighted sample:
xs <- wtsamp(genormixt(p,c(0,1),c(1,1)),indiv=a)
F1<-edfgen(xs,1) # generate the estimate for 1-st component
F1(0)            # 0.5289866 approximately 0.5
plot(F1,-3,3) # plot the estimate (approx. standard normal CDF )