From: Alan G Isaac <aisaac@am...>  20070928 04:13:47

After thinking it over, I did not go for Robert or David's cool numpy tricks, but I'll append a simple object in case someone else wants to do more. Cheers, Alan Isaac class EmpiricalCDF(object): '''Empirical cdf. First point will be (xmin,0). Last point will be (xmax,1). ''' def __init__(self, data, sortdata=True): if sortdata: data = N.sort(data) self.data = data self.nobs = len(data) def gen_xp(self): data, nobs = self.data, self.nobs prob = N.linspace(0, 1, nobs+1) xsteps = ( data[(idx)//2] for idx in xrange(2*nobs) ) psteps = ( prob[(idx+1)//2] for idx in xrange(2*nobs) ) return xsteps, psteps def get_steps(self): '''Return: 2tuple of arrays, the data values and corresponding cumulative probabilities. ''' xsteps, psteps = self.gen_xp() return N.fromiter(xsteps,'f'), N.fromiter(psteps,'f') 