plottingPosition: Univariate empirical CDF (plotting position)

In mathphysmx/empiricalDistribution: Empirical Distributions

Description

Computes the empirical (observed) distribution of a given variable. These values are also called plotting positions.

Usage

plottingPosition(xi, a = 0, b = 1)

Arguments

xi	Numeric vector of observed values.
a, b	Numeric scalar. Parameter of the plotting position formula.

Details

This functions implements the general formula (eq. 1.40) for plotting positions in sec. 1.1.4 of Salvadori and de Michelle, 2007, namely: Fi = (i - a) / (n + 1 - b)

Value

A vector of numerical values of the empirical plotting possitions.

References

Salvadori and de Michelle, 2007. Extremes in Nature: An approach using copulas.

See Also

the nsRFA R package.

Examples

exi <- rnorm(10)
plottingPosition(xi=exi) # Fn = i/n;   Billingsley, 1995, p. 268
plottingPosition(xi=exi, a = 0, b = 0) # Weibull
plottingPosition(xi=exi, a = 1/3, b = 1/3) # Tukey

mathphysmx/empiricalDistribution documentation built on May 7, 2019, 10:55 p.m.