numpy/scipy equivalent of R ecdf(x)(x) function?

Question

What is the equivalent of R\'s ecdf(x)(x) function in Python, in either numpy or scipy? Is ecdf(x)(x) basically the same as:

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Answer 1

The ecdf function in R returns the empirical cumulative distribution function, so the have exact equivalent would be rather:

def ecdf(x):
    x = np.sort(x)
    n = len(x)
    def _ecdf(v):
        # side='right' because we want Pr(x <= v)
        return (np.searchsorted(x, v, side='right') + 1) / n
    return _ecdf

np.random.seed(42)
X = np.random.normal(size=10_000)
Fn = ecdf(X)
Fn([3, 2, 1]) - Fn([-3, -2, -1])
## array([0.9972, 0.9533, 0.682 ])

As shown, it gives the correct 68–95–99.7% probabilities for normal distribution.