Mercurial > hg > octave-lyh
view scripts/statistics/distributions/empirical_inv.m @ 7520:b166043585a8
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author | John W. Eaton <jwe@octave.org> |
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date | Fri, 22 Feb 2008 16:44:03 -0500 |
parents | f084ba47812b |
children | 1740012184f9 |
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## Copyright (C) 1996, 1997, 1998, 2000, 2002, 2005, 2007 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)) / length (data)); endfunction