1 ## Copyright (C) 2012 Rik Wehbring
2 ## Copyright (C) 1996-2012 Kurt Hornik
4 ## This file is part of Octave.
6 ## Octave is free software; you can redistribute it and/or modify it
7 ## under the terms of the GNU General Public License as published by
8 ## the Free Software Foundation; either version 3 of the License, or (at
9 ## your option) any later version.
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 ## General Public License for more details.
16 ## You should have received a copy of the GNU General Public License
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18 ## <http://www.gnu.org/licenses/>.
21 ## @deftypefn {Function File} {} empirical_inv (@var{x}, @var{data})
22 ## For each element of @var{x}, compute the quantile (the inverse of the
23 ## CDF) at @var{x} of the empirical distribution obtained from the
24 ## univariate sample @var{data}.
27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
28 ## Description: Quantile function of the empirical distribution
30 function inv = empirical_inv (x, data)
36 if (! isvector (data))
37 error ("empirical_inv: DATA must be a vector");
40 inv = discrete_inv (x, data, ones (size (data)));
46 %! x = [-1 0 0.1 0.5 1 2];
48 %! y = [NaN v(1) v(1) v(end/2) v(end) NaN];
49 %!assert(empirical_inv (x, v), y, eps);
51 %% Test class of input preserved
52 %!assert(empirical_inv ([x, NaN], v), [y, NaN], eps);
53 %!assert(empirical_inv (single([x, NaN]), v), single([y, NaN]), eps);
54 %!assert(empirical_inv ([x, NaN], single(v)), single([y, NaN]), eps);
56 %% Test input validation
57 %!error empirical_inv ()
58 %!error empirical_inv (1)
59 %!error empirical_inv (1,2,3)
60 %!error empirical_inv (1, ones(2))