[R] What ECDF function?

[Robert A LaBudde]

At 06:36 PM 6/9/2007, Marco wrote:
>On 6/9/07, Robert A LaBudde <ral at lcfltd.com> wrote:
> > At 12:57 PM 6/9/2007, Marco wrote:
> > ><snip>
><snip>
>
>Hmmm I'm a bit confused, but very interested!
>So you don't use the R "ecdf", do you?

Only when an i/n edf is needed (some tests, such as ks.test() are 
based on this). Also, I frequently do modeling in Excel as well, 
where you need to enter your own formulas.

><snip>
> > Also remember that edfs are not very accurate, so the differences
> > between these formulae are difficult to justify in practice.
> >
>
>I will bear in min! My first interpretation was that using some
>different from i/n (e.g. i/(n+1)), let to better individuate tail 
>differences (maybe...)

The chief advantage to i/(n+1) is that you don't generate 1.0 as an 
abscissa, as you do with i/n. But the same is true of (i-0.5)/n, and 
it's more accurate.

Unless you need to do otherwise, just use ecdf(), because it matches 
the theory for most uses, and it almost always doesn't matter that 
it's slightly less accurate than other choices.

================================================================
Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
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