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1 ## Copyright (C) 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## usage: empirical_cdf (X, DATA) |
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18 ## |
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19 ## For each element of X, compute the cumulative distribution function |
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20 ## (CDF) at X of the empirical distribution obtained from the univariate |
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21 ## sample DATA. |
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22 |
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23 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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24 ## Description: CDF of the empirical distribution |
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25 |
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26 function cdf = empirical_cdf (X, DATA) |
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27 |
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28 if (! is_vector (DATA)) |
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29 error ("empirical_cdf: DATA must be a vector"); |
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30 endif |
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31 |
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32 cdf = discrete_cdf (X, DATA, ones (size (DATA)) / length (DATA)); |
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33 |
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34 endfunction |