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I am not really sure about the difference between CDF (Cumulative Distribution Function) and ECDF (Empirical Cumulative Distribution Function) but I usually utilize a CDF plot to make observations about my data.

I have been using R recently and am desperately trying to find out how to plot a CDF and CCDF (Complementary CDF) of my data. All I could find was that R has ecdf but am not really sure if this is what I am looking for. Plotting an ECDF is as simple as:

plot.ecdf(data)

Does anyone know how to plot a CDF and CCDF of a dataset using R?

Brian Tompsett - 汤莱恩
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1 Answers1

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A CDF commonly requires closed form when you know or assume a distribution. An ECDF, on the other hand, is 'empiricial' as it comes from your data. I just answered a question about using ecdf() and Hmisc's Ecdf() here the other day.

More generally, you can search here using terms such as

 [r] ecdf

in the search box to look for 'ecdf' within the R tag. At rseek.org, little comes up for 'ccdf'. Is that maybe just the same as one minus the ECDF? If so, Ecdf() in Hmisc can do it.

I hope this helps, if not please re-phrase your question as it is not quite clear exactly what you are looking for. Both ecdf() and Ecdf() are pretty featureful so make sure to read their help pages.

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Dirk Eddelbuettel
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    +1 From your response in other posts, I realized you are an R Guru :) And yes, CCDF actually refers to 1-ECDF. Thank you for your response! I will accept this as an answer. – Legend Jun 13 '11 at 19:35
  • Search for '1-F' in the Ecdf help page to find out how to calculate the CCDF from the Ecdf function. – Clayton Stanley Mar 18 '13 at 18:27