Step Function.

Given the vectors (x[1],...,x[n]) and (y[0],y[1],...,y[n]) (one value more!), stepfun(x, y) returns an interpolating step function, say f_n. This is the cadlag version (right = FALSE) of the stepfun function from package stats. The step function value f_n(t) equals to the constant y[k-1] for t in [x[k-1], x[k]) so that $$f_n(t) = \sum_{k=1}^{n+1} y_{k-1} {1}_{[x_{k-1}, x_{k})}(t),$$ with\(x_0=-\infty\) and \(x_{n+1}=+\infty\).

stepfun(x, y)

Arguments

x

Numeric vector giving the knots or jump locations of the step function. Must be sorted with unique values.

y

Numeric vector one longer than x, giving the heights of the function values between the cx values.

Value

Objet of class stepfun with option right = FALSE (cadlag function).

Details

This function is defined for documentation purposes only. See stepfun and approxfun.

A C++ version of this function is available. See vignette('IBMPopSim_cpp') for more details.

See also

plot.stepfun and max.stepfun.