Module ecdf 

Empirical cumulative distribution function (ECDF) and its DKW confidence band.

Structs

Ecdf

An ECDF as step data: for each distinct sorted value x[i], p[i] is the proportion of the sample less than or equal to it.

Functions

dkw_epsilon

Dvoretzky–Kiefer–Wolfowitz band half-width for a sample of size n at confidence 1 - alpha: epsilon = sqrt(ln(2/alpha) / (2n)). The true CDF lies within p ± epsilon (clamped to [0, 1]) with probability 1 - alpha.

ecdf

Compute the ECDF of data. Non-finite values are ignored. Returns StatsError::EmptyInput if no finite values remain.