add compute_ecdf

phydev · Jun 3, 2022 · ddc9174 · ddc9174
1 parent 1300050
commit ddc9174
Showing 1 changed file with 13 additions and 0 deletions.
diff --git a/src/mice.py b/src/mice.py
@@ -1,6 +1,19 @@
 import numpy as np
 import matplotlib.pyplot as plt
 
+def compute_ecdf(x):
+ """
+ computes the empirical cumulative density function for x
+ :param x: column of observations
+ :return A: matrix with the empirical cumulative density function
+ """
+ xc = np.sort(x)
+ yc = np.arange(1, len(xc)+1)/len(xc)
+
+ A = np.array([xc, yc]).T
+
+ return A
+
 def gibbs_sampler(x, n_samples, plot=False):
  """
  compute the empirical cumulative density function for the distribution x