Struct EmpiricalCdf 

pub struct EmpiricalCdf { /* private fields */ }

Available on crate feature estimation only.

Empirical CDF estimator.

Computes the empirical CDF for univariate data: F̂(x) = (1/n) Σ I(Xᵢ ≤ x)

Implementations

impl EmpiricalCdf

pub fn new(data: Vec<f64>) -> Result<Self>

Create a new empirical CDF from data.

Arguments

• data - The observed data points

Returns

An empirical CDF estimator

pub fn eval(&self, x: f64) -> f64

Evaluate the empirical CDF at a point.

Arguments

• x - Point at which to evaluate

Returns

F̂(x) = proportion of data points ≤ x

pub fn to_pseudo_observations(&self) -> Vec<f64>

Transform data to pseudo-observations using empirical CDF.

Uses the rank-based transformation: û_i = rank(x_i) / (n + 1)