plCDF

Generate a piecewise linear cumulative distribution function from a piecewise linear density function

Information

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The output cdf is piecewise linear cumulative distribution function specified by a list of points {{x1,F(x1)}, {x2,F(x2}}, ... ,{xn, F(xn)}. The input tuples is assumed to be a piecewise linear function that by default (rescaleQ= true) will be normalized using normalizePLpdf() to come up with a piecewise linear density function that has the unit interval as its support.

Syntax

 
Functions.plCDF({{x1,y1},{x2,y2}, ...}); // rescaleQ= true
Functions.plCDF({{x1,y1},{x2,y2}, ...}, rescaleQ = false);
 

Examples

 

plCDF({{0,2},{5,2},{10,2}});      // {{0,0},{0.5,0.5},{1,1}}
plCDF({{0,1},{1,2},{2,4},{3,5}}); // {{0,0},{0.33..,0.16..},{0.66..,0.5},{1,1}}
 

See also

normalizePLpdf

Syntax

cdf = plCDF(tuples, rescaleQ)

Inputs (2)

tuples

Type: Real[:,2]

Description: Piecewise linear function, i.e., { {x1,f(x1), {x2,f(x2)}, ... }
rescaleQ

Default Value: true

Type: Boolean

Description: = true, if the support is to be rescaled to the unit interval

Outputs (1)

cdf

Type: Real[size(tuples, 1),2]

Description: Piecewise linear cumulated distribution function

Revisions

  • Introduced in v2.1.0.