## Copyright (C) 1996, 1997 Kurt Hornik ## ## This program 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 2, or (at your option) ## any later version. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: empirical_inv (X, DATA) ## ## For each element of X, compute the quantile (the inverse of the CDF) ## at X of the empirical distribution obtained from the univariate ## sample DATA. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the empirical distribution function inv = empirical_inv (X, DATA) if (! is_vector (DATA)) error ("empirical_inv: DATA must be a vector"); endif inv = discrete_inv (X, DATA, ones (size (DATA)) / length (DATA)); endfunction

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