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## -*- texinfo -*-
## @deftypefn {} {} 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))