What is the equivalent of R's ecdf(x)(x)
function in Python, in either numpy or scipy? Is ecdf(x)(x)
basically the same as:
import numpy as np
def ecdf(x):
# normalize X to sum to 1
x = x / np.sum(x)
return np.cumsum(x)
or is something else required?
EDIT how can one control the number of bins used by ecdf
?
Try these links:
ECDF in python without step function?
Example code
import numpy as np
from statsmodels.distributions.empirical_distribution import ECDF
import matplotlib.pyplot as plt
data = np.random.normal(0,5, size=2000)
ecdf = ECDF(data)
plt.plot(ecdf.x,ecdf.y)