# chart.ECDF: Create an ECDF overlaid with a Normal CDF In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

## Description

Creates an emperical cumulative distribution function (ECDF) overlaid with a cumulative distribution function (CDF)

## Usage

 ```1 2 3``` ```chart.ECDF(R, main = "Empirical CDF", xlab = "x", ylab = "F(x)", colorset = c("black", "#005AFF"), lwd = 1, lty = c(1, 1), element.color = "darkgray", xaxis = TRUE, yaxis = TRUE, ...) ```

## Arguments

 `R` an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns `main` set the chart title, same as in `plot` `xlab` set the x-axis label, same as in `plot` `ylab` set the y-axis label, same as in `plot` `colorset` color palette to use, defaults to c("black", "\#005AFF"), where first value is used to color the step function and the second color is used for the fitted normal `lwd` set the line width, same as in `plot` `lty` set the line type, same as in `plot` `element.color` specify the color of chart elements. Default is "darkgray" `xaxis` if true, draws the x axis `yaxis` if true, draws the y axis `...` any other passthru parameters to `plot`

## Details

The empirical cumulative distribution function (ECDF for short) calculates the fraction of observations less or equal to a given value. The resulting plot is a step function of that fraction at each observation. This function uses `ecdf` and overlays the CDF for a fitted normal function as well. Inspired by a chart in Ruppert (2004).

Peter Carl

## References

Ruppert, David. Statistics and Finance, an Introduction. Springer. 2004. Ch. 2 Fig. 2.5

`plot`, `ecdf`
 ```1 2``` ```data(edhec) chart.ECDF(edhec[, 1, drop=FALSE]) ```