pdegross {degross} R Documentation

## Cumulative distribution function (cdf) based on an object resulting from the estimation procedure in degross.

### Description

Cumulative distribution function (cdf) based on an object resulting from the estimation procedure in degross.

### Usage

pdegross(x, degross.fit, phi)


 x Scalar or vector where the fitted cdf must be evaluated. degross.fit A degross.object generated using degross and containing the density estimation results. phi (Optional) vector of spline parameters for the log density (default: degross.fit$phi if missing). ### Value a scalar or vector of the same length as x containing the value of the fitted cdf at x. ### Author(s) Philippe Lambert p.lambert@uliege.be ### References Lambert, P. (2021) Moment-based density and risk estimation from grouped summary statistics. arXiv:2107.03883. ### See Also degross.object, ddegross, qdegross, degross. ### Examples ## Generate grouped data sim = simDegrossData(n=3500, plotting=TRUE, choice=2) ## Create a degrossData object obj.data = degrossData(Big.bins=sim$Big.bins, freq.j=sim$freq.j, m.j=sim$m.j)
print(obj.data)

## Estimate the density
obj.fit = degross(obj.data)

## Superpose the fitted cdf using the <pdegross> function
with(sim, curve(true.cdf(x),min(Big.bins),max(Big.bins),
col="red",lwd=2, ylab="F(x)"))
legend("topleft", legend=c("Target cdf","Estimated cdf"), lwd=2,
lty=c("solid","dashed"), col=c("red","black"), box.lty=0, inset=.04)



[Package degross version 0.9.0 Index]