Empirical cumulative distribution functions
Provides empirical cumulative distribution functions (CDFs) (or "empirical distribution functions" as they are know to probabalists).
See the documentation https://jlapeyre.github.io/EmpiricalCDFs.jl/latest.
EmpiricalCDFs implements empirical CDFs; building, evaluating, random sampling, evaluating the inverse, etc.
It is useful especially for examining the
tail of the CDF obtained from streaming a large number of data, more than can be stored in memory.
For this purpose, you specify a lower cutoff; data points below this value will be silently rejected, but the
resulting CDF will still be properly normalized. This ability to process and filter data online
is absent in StatsBase.ecdf
.
I'm surprised that this module is not more popular (if stars are a good measure) because it's rather generic,
I use it frequently for new projects,
and the functionality is not available elsewhere. In the meantime it's gained some stars.