Empirical Distribution Function

Description

This function calculates the empirical distribution function at each element of a vector of observations.

Usage

edf(v, adjust = FALSE)

Arguments

Value

vector

Examples

data(smi)
data(ftse100)
s1 <- window(ftse100, "1990-11-09", "2004-03-25")
s1a <- alignDailySeries(s1)
s2a <- alignDailySeries(smi)
idx <- merge(s1a, s2a)
r <-returns(idx)
rp <- series(window(r, "1994-01-01", "2003-12-31"))
rp <- rp[(rp[, 1] != 0) & (rp[, 2] !=0), ]
Udata <- apply(rp, 2, edf, adjust = 1)
plot(Udata)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(QRM)
Loading required package: gsl
Loading required package: Matrix
Loading required package: mvtnorm
Loading required package: numDeriv
Loading required package: timeSeries
Loading required package: timeDate

Attaching package: 'QRM'

The following object is masked from 'package:base':

    lbeta

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/QRM/edf.Rd_%03d_medium.png", width=480, height=480)
> ### Name: edf
> ### Title: Empirical Distribution Function
> ### Aliases: edf
> ### Keywords: utilities
> 
> ### ** Examples
> 
> data(smi)
> data(ftse100)
> s1 <- window(ftse100, "1990-11-09", "2004-03-25")
> s1a <- alignDailySeries(s1)
> s2a <- alignDailySeries(smi)
> idx <- merge(s1a, s2a)
> r <-returns(idx)
> rp <- series(window(r, "1994-01-01", "2003-12-31"))
> rp <- rp[(rp[, 1] != 0) & (rp[, 2] !=0), ]
> Udata <- apply(rp, 2, edf, adjust = 1)
> plot(Udata)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>