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Empirical Bivariate CDF

02 Dec 2009 (Updated 02 Dec 2009)

Estimating Empirical Bivariate Cumulative Density Function

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Comments and Ratings (2)
03 Dec 2009	Faith	Very nice!
19 Aug 2010	Matthias Fripp	I found this page while looking for a hint on how to calculate an empirical 2-D CDF (cumulative density) from an empirical bivariate PDF (density) in Matlab. I found a nested loop in your code that does this, but subsequently found a much faster way. You may want to try this instead of the i1 and i2 loops in your code: biv_CDF=cumsum(cumsum(N,1),2)/nL

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Updates
02 Dec 2009	Some mistakes on number of bins