[R] discrete ECDF

David Winsemius dwinsemius at comcast.net
Wed Aug 4 16:31:00 CEST 2010


Dear list;

I just created a utility function that replicates what I have done in  
the past with Excel or OO.org by putting a formula of the form  
=sum($A1:A$1) in an upper-corner of a section and then doing a "fill"  
procedure by dragging the lower-rt corner down and to the right. When  
divided by the grand sum of the entries this function then calculates  
a 2D-discrete-ECDF.

I keep thinking I am missing the obvious, but I did try searching.  
Here is my effort at creating that functionality:

ecdf.tbl <- function (.dat) { .dat <- data.matrix(.dat)  #speeds up  
calculations
        .sdat <- matrix(0, nrow(.dat), ncol(.dat) )
        .sdat[] <- sapply(1:ncol(.dat), function(x)
                       sapply(1:nrow(.dat),
                              function(y)  sum(.dat[1:y, 1:x],  
na.rm=TRUE )  ) )
return(.sdat) }

 > tst <- read.table(textConnection("NA 5 6
4	5	7
  5	6	8
  6	7	9
  NA 8 NA")   )

 > tst
   V1 V2 V3
1 NA  5  6
2  4  5  7
3  5  6  8
4  6  7  9
5 NA  8 NA

 > ecdf.tbl(tst)
      [,1] [,2] [,3]
[1,]    0    5   11
[2,]    4   14   27
[3,]    9   25   46
[4,]   15   38   68
[5,]   15   46   76

 > ecdf.tbl(tst)/sum(tst, na.rm=TRUE)
            [,1]       [,2]      [,3]
[1,] 0.00000000 0.06578947 0.1447368
[2,] 0.05263158 0.18421053 0.3552632
[3,] 0.11842105 0.32894737 0.6052632
[4,] 0.19736842 0.50000000 0.8947368
[5,] 0.19736842 0.60526316 1.0000000


Did I miss a more compact vectorized or sweep()-ed solution? (I  
realize this is not really a function in the sense that ecdf() is.) I  
have seen prop.table and margin.table, but could not see how they  
would address this problem.

-- 

David Winsemius, MD
West Hartford, CT



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