ECDF.py

import numpy as np
import matplotlib.pyplot as plt

class ECDF:
    def __init__(self, arr: np.ndarray, max_points: Optional[int] = None) -> None:
        self.arr = np.sort(arr)
        n = len(self.arr)
        if max_points and n > max_points:
            self.arr = self.arr[:: (n // max_points)]

    def prob(self, x: np.ndarray) -> np.ndarray:
        return (np.searchsorted(self.arr, x, side='right') + 1) / len(self.arr)

    def plot(self, ax: Optional[matplotlib.axes.Axes] = None, **kwargs) -> None:
        ax = ax or plt.gca()
        p = np.arange(1, len(self.arr) + 1) / len(self.arr)
        ax.plot(self.arr, p, **kwargs)