Mercurial > octave-nkf
view scripts/statistics/distributions/empirical_inv.m @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 02 Jan 2012 14:25:41 -0500 |
parents | 19b9f17d22af |
children | f3d52523cde1 |
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## Copyright (C) 2012 Rik Wehbring ## Copyright (C) 1996-2012 Kurt Hornik ## ## This file is part of Octave. ## ## Octave 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 3 of the License, or (at ## your option) any later version. ## ## Octave 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 Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- 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@wu-wien.ac.at> ## Description: Quantile function of the empirical distribution function inv = empirical_inv (x, data) if (nargin != 2) print_usage (); endif if (! isvector (data)) error ("empirical_inv: DATA must be a vector"); endif inv = discrete_inv (x, data, ones (size (data))); endfunction %!shared x,v,y %! x = [-1 0 0.1 0.5 1 2]; %! v = 0.1:0.2:1.9; %! y = [NaN v(1) v(1) v(end/2) v(end) NaN]; %!assert(empirical_inv (x, v), y, eps); %% Test class of input preserved %!assert(empirical_inv ([x, NaN], v), [y, NaN], eps); %!assert(empirical_inv (single([x, NaN]), v), single([y, NaN]), eps); %!assert(empirical_inv ([x, NaN], single(v)), single([y, NaN]), eps); %% Test input validation %!error empirical_inv () %!error empirical_inv (1) %!error empirical_inv (1,2,3) %!error empirical_inv (1, ones(2))