cumulative distribution function

fatemeh

2015 5 9

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2 次查看（30 天）

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Hi everyone I want to write a formula that includes inverse cumulative distribution function and cumulative distribution function. I'm going to apply this formula on the two matrix called obs and his. These functions should be applied by column to data matrix. I wrote the following code in matlab but I got the wrong results. Some output data were negative. Here is formula link. Would it be possible for direct me. Any suggestions would be appreciated. https://www.dropbox.com/s/2pflf60qrbduh8j/aa.jpg?oref=e&n=71002171

XHIS=zeros(30,12);
his=xlsread('sample data.xls','his','b2:m31'); %his input
obs=xlsread('sample data.xls','obs','b2:m31'); %obs input
for i=1:12
    fhis=normcdf(his(:,i),mean(his(:,i)),std(his(:,i)));    %cdfhis
    hisinv=norminv(fhis,mean(his(:)),std(his(:))); %inversehis
    fobs=normcdf(obs(:,i),mean(obs(:,i)),std(obs(:,i)));    %cdfobs
    obsinv=norminv(fobs,mean(obs(:)),std(obs(:)));   %inverseobs
    %%%%%%%%%%%%%%%%%%%%%%
   outhis =interp1(his(:,i),fhis,his(:,i),'nearest','extrap');   %cdfhis(xhis)
   [unifobs,ind]=unique(fobs);
   obsinv=obsinv(ind);
   XHIS(:,i)=interp1(unifobs,obsinv(:),outhis,'nearest','extrap');   %cdfinverseobs(cdfhis(xhis))