ecdf.inv {copulaSim}R Documentation

Obtaining the inverse of marginal empirical cumulative distribution (ECDF)

Description

Obtaining the inverse of marginal empirical cumulative distribution (ECDF)

Usage

ecdf.inv(x, p, sort.flag = TRUE)

Arguments

x

A vector of numbers which is the marginal empirical data.

p

A vector of numbers which is the probability of the simulated data.

sort.flag

A logical value to specify whether to sort the output data.

Value

The inverse values of p based on ECDF of x.

Examples

ecdf.inv(0:10, c(0.25, 0.75))
ecdf.inv(0:10, c(0.25, 0.75), FALSE)

[Package copulaSim version 0.0.1 Index]