ANN: EmpiricalCDFs.jl


EmpiricalCDFs implements empirical CDFs; building, evaluating, random sampling, evaluating the inverse, etc. It is useful especially for examining the tail of the CDF obtained from streaming a large number of data, more than can be stored in memory. For this purpose, you specify a lower cutoff; data points below this value will be silently rejected, but the resulting CDF will still be properly normalized. One of the main features of EmpiricalCDFs that is absent in StatsBase.ecdf is this ability to process and filter data online.

This unregistered package is a few years old. But, I noticed it is lacks visiblity, especialy via google. So I am announcing it now.