Weighted empirical distribution function (ECDF) in python

Question

I am trying to generate weighted empirical CDF in python. I know statsmodel.distributions.empirical_distribution provides an ECDF function, but it is unweighted. Is there a library that I can use or how can I go about extending this to write a function which calculates the weighted ECDF (EWCDF) like ewcdf {spatstat} in R.

Answer 1

Seaborn library has ecdfplot function which implements a weighted version of ECDF. I looked into the code of how seaborn calculates it.

import seaborn as sns
import numpy as np
import matplotlib.pyplot as plt

sample = np.arange(100)
weights = np.random.randint(10, size=100)

estimator = sns.distributions.ECDF('proportion', complementary=True)
stat, vals = estimator(sample, weights=weights)
plt.plot(vals, stat)