Re: [Gretl-devel] empirical CDF function

I've added in git a function named ecdf which takes a series or vector argument and returns the empirical CDF in the form of a two column matrix with unique sorted values of the input in column 1 and cumulative relative frequency in column 2. This is not very difficult to do in hansl, but it's substantially faster in C (the differential depending on the dimensions of the problem) and I think it may be worth having. Test script below. <hansl> function matrix hansl_ecdf (const matrix M) matrix ret = values(M) ~ 0 scalar n = rows(M) loop i=1..rows(ret) -q ret[i,2] = sumc(M .<= ret[i,1])/n endloop return ret end function scalar N = 3000 matrix M = zeros(N, 1) loop i=1..N -q M[i] = randint(1, 200) endloop scalar t1=0 scalar t2=0 loop 500 -q set stopwatch matrix ec1 = ecdf(M) t1 += $stopwatch matrix ec2 = hansl_ecdf(M) t2 += $stopwatch endloop printf "built-in: %.3fs\n", t1 printf "hansl: %.3fs\n", t2 </hansl> hansl_ecdf() could probably be improved upon, but it seems like a "natural" solution for hansl users. Output on the machine I'm at: built-in: 0.204s hansl: 1.610s (Besides, the built-in version handles both series and vectors, and automatically drops NAs or NaNs from the calculation.) If I've missed a reason why this is redundant (which sometimes happens!) please let me know. Otherwise I'll go ahead and document it.