How can i calculate PDF and CDF of non-parametric distribution?
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Star Strider on 30 Jul 2021
I am not certain what your data are. If ,they are appropriate for the function, I would begin with the ecdf function, since it is intended to do exactly what it appears that you want to do. It is usually easier to get the CDE first, then diferentiate it to get the PDF. See the See Also section of that documentation for similar functions.
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Bjorn Gustavsson on 30 Jul 2021
You get some start towards estimates of the PDF/CDF from histogram and ksdensity. See the help and documentation to those functions. The next step (possibly) for you would then be to convert those estimates into a form (interpolating+extrapolating function?) that suits your forecast implementation - this might be trivial or "challenging" depending on circumstances - but those functions should give you first estimates.