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I am trying to compute CDF of historical data ( weekly change in CDS spread) using kernel density estimation. The original data has 300 observation. I uploaded data from excel

 '(citi = Import["CorrelD.xlsx", {"Data", "data", All, 1}]'

CDF is computed using below function

 'd = SmoothKernelDistribution[citi] 

I can see the CDF graph computed as expected. How can I get the CDF data out in excel please?

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1 Answer 1

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Simulate data

data = RandomVariate[PowerDistribution[1, 2.5], 10^3];
dist = SmoothKernelDistribution[data];
Plot[CDF[dist, x], {x, 0, 1}]

Mathematica graphics

Export Data

Export["cdf.xls", Table[{x, CDF[dist, x]}, {x, 0, 1, .01}]];

enter image description here

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