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EmpiricalCDFs.jl

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.