Plotting empirical cumulative probability function and its inverse

Question

I have data cdecn:

set.seed(0)
cdecn <- sample(1:10,570,replace=TRUE)
a <- rnorm(cdecn,mean(cdecn),sd(cdecn))

I have created a plot which displays the cumulative probabilities.

aprob <- ecdf(a)
plot(aprob)

I am wondering how I can switch the x-axis and y-axis to get a new plot, i.e., the inverse of ECDF.

Also, for the new plot, is there a way to add a vertical line through where the my curve intersects 0?

Answer 1

We can do the following. My comments along the code is very explanatory.

## reproducible example
set.seed(0)
cdecn <- sample(1:10,570,replace=TRUE)
a <- rnorm(cdecn,mean(cdecn),sd(cdecn))  ## random samples

a <- sort(a)  ## sort samples in ascending order
e_cdf <- ecdf(a)  ## ecdf function
e_cdf_val <- 1:length(a) / length(a)  ## the same as: e_cdf_val <- e_cdf(a)

par(mfrow = c(1,2))

## ordinary ecdf plot
plot(a, e_cdf_val, type = "s", xlab = "ordered samples", ylab = "ECDF",
     main = "ECDF")

## switch axises to get 'inverse' ECDF
plot(e_cdf_val, a, type = "s", xlab = "ECDF", ylab = "ordered sample",
     main = "'inverse' ECDF")

## where the curve intersects 0
p <- e_cdf(0)
## [1] 0.01578947

## highlight the intersection point
points(p, 0, pch = 20, col = "red")

## add a dotted red vertical line through intersection
abline(v = p, lty = 3, col = "red")

## display value p to the right of the intersection point
## round up to 4 digits
text(p, 0, pos = 4, labels = round(p, 4), col = "red")