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diff --git a/octave_packages/m/statistics/distributions/empirical_inv.m b/octave_packages/m/statistics/distributions/empirical_inv.m
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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))
+