Metalog Plotting Positions
Turns raw observations into the cumulative distribution function data that a metalog is parameterized by.
A metalog is fitted to points on a cumulative distribution function rather than to observations directly, so each sorted observation is paired with a plotting position. The convention used here places the i-th of m sorted values at a probability of one half less than i, divided by m, which keeps every probability strictly inside the unit interval, as the basis functions require.
For a large sample the data is instead resampled onto a fixed probability grid. That bounds the height of the design matrix without discarding the tails, since the grid is refined approaching each endpoint, which is where a metalog's shape flexibility is most needed and where evenly spaced probabilities carry the least information.
Properties
Functions
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.
The plotting positions for a sample of the given size.
The probability grid used when resampling: evenly spaced through the interior, and refined by a further order of magnitude approaching each endpoint.