ecdf_cpp: C++ implementation of empirical cdf

In stepcie/sslcov: Semi-Supervised Estimation Of Covariance

Description

C++ implementation of empirical cdf

Usage

ecdf_cpp(sobs, sref)

Arguments

sobs	the observation for which the cdf is to be evaluated
sref	the reference observations from which the cdf is to be constructed

Examples

## Not run: 
library(microbenchmark)
fi <- rnorm(n=1000)
n_new <- 100
fnew <- rnorm(n=n_new)
microbenchmark(#sum.I(c(fi, fnew), FUN=">=", fnew)/n_new,
   ecdf(fnew)(c(fi, fnew)),
   ecdf_cpp(c(fi, fnew), sort(fnew))/n_new
)
## End(Not run)

stepcie/sslcov documentation built on May 30, 2019, 2:39 p.m.