Computes the empirical cumulative distribution function (ECDF), accounting for
the presence of ties. Useful for bootstrap statistics, which often contain ties.
-- Function File: [x, F] = bootcdf (y)
-- Function File: [x, F] = bootcdf (y, trim)
-- Function File: [x, F] = bootcdf (y, trim, m)
-- Function File: [x, F] = bootcdf (y, trim, m, tol)
-- Function File: [x, F, P] = bootcdf (...)
'[x, F] = bootcdf (y)' computes the empirical cumulative distribution
function (ECDF) of the vector y of length N. This funtction accounts for
the presence of ties and so is suitable for computing the ECDF of
bootstrap statistics.
'[x, F] = bootcdf (y, trim)' removes redundant rows of the ECDF when trim
is true. When trim is false, x and F are are the same length as y. The
default is true.
'[x, F] = bootcdf (y, trim, m)' specifies the denominator in the
calculation of F as (N + m). Accepted values of m are 0 or 1, with the
default being 0. When m is 1, quantiles formed from x and F are akin to
qtype 6 in the R quantile function.
'[x, F] = bootcdf (y, trim, m, tol)' applies a tolerance for the absolute
difference in y values that constitutes a tie. The default tolerance
is 1e-12 for double precision, or 1e-6 for single precision.
'[x, F, P] = bootcdf (...)' also returns the distribution of P values.
bootcdf (version 2023.07.05)
Author: Andrew Charles Penn
https://www.researchgate.net/profile/Andrew_Penn/
Copyright 2019 Andrew Charles Penn
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
Package: statistics-resampling