[R] Empirical CDF

[Augusto.Sanabria at ga.gov.au]

Good day everyone,

I want to assess the error when fitting a Gram-Charlier
CDF to some data 'ws', that is, I want to calculate:

     Err = |ecdf(ws) - GCh_ser(ws)|

The problem is, I cannot get the F(x) values from the
ecdf.

'Summary(ecdf())' returns some of the x-axis values,
but how do you get the F(x) values?

Thank you for any help you can provide.

Regards,

Augusto


--------------------------------------------
Augusto Sanabria. MSc, PhD.
Mathematical Modeller
Risk Research Group
Geospatial & Earth Monitoring Division
Geoscience Australia (www.ga.gov.au)
Cnr. Jerrabomberra Av. & Hindmarsh Dr.
Symonston ACT 2609
Ph. (02) 6249-9155