Exact uniform norm of the empirical process — morie_empirical_sup

\(\|G_n\|_\infty\) evaluated at the order statistics, where the supremum of a step-minus-continuous process is always attained. A fixed grid understates it. Mirrors morie.fn._kosorok.sup_norm.

Usage

morie_empirical_sup_norm(x, F = NULL)

Arguments

x: numeric sample.
F: optional CDF; uniform when NULL.

Value

numeric sup norm.

References

Kosorok (2008), Ch. 2.

Examples

set.seed(1)
morie_empirical_sup_norm(runif(50))
#> [1] 0.7928357