cdfData

fun cdfData(data: DoubleArray, resampleThreshold: Int = DEFAULT_RESAMPLE_THRESHOLD, step: Double = DEFAULT_STEP): Pair<DoubleArray, DoubleArray>(source)

Pairs the supplied observations with cumulative probabilities, returning the values first and the probabilities second. The values come back sorted, since a cumulative distribution function is being described.

Parameters

data

the observations, which are not modified

resampleThreshold

above this many observations, resample onto a fixed grid

step

the interior spacing of the resampling grid