getEmpiricalCumulativeDistributions {RVCompare}

Get the empirical distribution from samples.

Description

Given the observed sampels of X_A (or X_B) returns the empirical cumulative distribution function of Y_A (or Y_B)

Usage

getEmpiricalCumulativeDistributions(
  X_A_observed,
  X_B_observed,
  nOfEstimationPoints,
  EPSILON,
  trapezoid = TRUE
)

Arguments

X_A_observed

array of the observed samples (real values) of X_A.

X_B_observed

array of the observed samples (real values) of X_B.

nOfEstimationPoints

the number of points in the interval [0,1] in which the cumulative density is estimated + 2.

EPSILON

(optional, default value 1e-20) minimum difference between two values to be considered different.

trapezoid

(optional, default TRUE) if trapezoid=FALSE the non smooth empirical distribution is given. This is what the WDK uses the empirical as the estimation.

Value

a list with two fields: the empirical distributions of X'A and X'B.

Examples

### Example 1 ###
c <- getEmpiricalCumulativeDistributions(c(1:5),c(1:3,2:3), 170, EPSILON=1e-20, trapezoid=FALSE)
plot(c$p, c$Y_A_cumulative_estimation, type="l")
lines(x=c$p, y=c$Y_B_cumulative_estimation, col="red")