[boost] [math] Empirical distribution function

Subject: [boost] [math] Empirical distribution function
From: Denis Arnaud (denis.arnaud_boost_at_[hidden])
Date: 2011-06-14 13:57:10

Hello,

would there be an interest in adding the Empirical distribution function (
http://en.wikipedia.org/wiki/Empirical_distribution_function) to Boost.Math?

The good statistical software projects implement it. For instance, in R, we
have the ECDF (
http://stat.ethz.ch/R-manual/R-patched/library/stats/html/ecdf.html), and
Python has something like that as well (
http://statsmodels.sourceforge.net/generated/scikits.statsmodels.tools.ECDF.html
).

Best

Denis