Hi,
I'm bit confused about ecdf (read the help files but still not sure about
this). I have an analytical expression for the pdf, but want to get the
empirical cdf. How do I use this analytical expression with ecdf?
If this helps make it concrete, the pdf is:
f(u) = \sum_{t = 1}^T 1/n_t \sum_{i = 1}^{n_t} 1/w K((u - u_{it})/w)
where K = kernel density estimator, w = weights, and u_{it} = data.
Thank you!
ML
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