Hi,
 
I am looking for a means to compute empirical distribution function for
a very large data set and evolution of that edf with time.
 
Here are some specifics. Each day I have an estimate of a distribution
function and a new sample of about 1e4 points from the distribution in
question. I want to update my estimate to include the new observations
(with some aging coefficient to adapt to the changes of the df w/ time).
Is there any R (or even non-R) code that can do this? Any relevant
references will be appreciated as well.
 
Thanks,
Vadim
 

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