[SciPy-User] multivariate empirical distribution function, avoid double loop ?

[josef.pktd at gmail.com]

Does anyone know whether there is an algorithm that avoids the double
loop to get a multivariate empirical distribution function?

for point in data:
     count how many points in data are smaller or equal to point

with 1d data it's just argsort(argsort(data))

double loop version with some test cases is attached.

I didn't see a way that sorting would help.

Thanks,

Josef
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