Good day everyone,
I want to assess the error when fitting a Gram-Charlier
CDF to some data 'ws', that is, I want to calculate:
Err = |ecdf(ws) - GCh_ser(ws)|
The problem is, I cannot get the F(x) values from the
ecdf.
'Summary(ecdf())' returns some of the x-axis values,
but how do you get the F(x) values?
Thank you for any help you can provide.
Regards,
Augusto
--------------------------------------------
Augusto Sanabria. MSc, PhD.
Mathematical Modeller
Risk Research Group
Geospatial & Earth Monitoring Division
Geoscience Australia (www.ga.gov.au)
Cnr. Jerrabomberra Av. & Hindmarsh Dr.
Symonston ACT 2609
Ph. (02) 6249-9155
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