view scripts/statistics/distributions/empirical_inv.m @ 3456:434790acb067

[project @ 2000-01-19 06:58:51 by jwe]
author jwe
date Wed, 19 Jan 2000 06:59:23 +0000
parents f8dde1807dee
children 38c61cbf086c
line wrap: on
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## Copyright (C) 1996, 1997  Kurt Hornik
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file.  If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

## -*- texinfo -*-
## @deftypefn {Function File} {} empirical_inv (@var{x}, @var{data})
## For each element of @var{x}, compute the quantile (the inverse of the
## CDF) at @var{x} of the empirical distribution obtained from the
## univariate sample @var{data}.
## @end deftypefn

## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Quantile function of the empirical distribution

function inv = empirical_inv (x, data)

  if (! is_vector (data))
    error ("empirical_inv: data must be a vector");
  endif

  inv = discrete_inv (x, data, ones (size (data)) / length (data));

endfunction