Inverse empirical cumulative distribution function

版本 1.0.1 (1.3 KB) 作者: Martin Magris
Quantile function or inverse-ECDF of some data-sample. Data is finite and the ECDF from which the inverse is taken is discontiuous.
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更新时间 2019/2/14

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Quantile function for an empirical cumulative distribution function (ECDF), i.e. inverse-ECDF, of some (finite) data-sample. The ECDF (F) is thus discontinuous and the quantile function (Q) at q is computed as:
Q(q) = inf{x: q<=F(x)}.

Simple problem, frequently discussed online, for which however a clean matlab code seems not to be available.

引用格式

Martin Magris (2024). Inverse empirical cumulative distribution function (https://www.mathworks.com/matlabcentral/fileexchange/70283-inverse-empirical-cumulative-distribution-function), MATLAB Central File Exchange. 检索来源 .

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1.0.1

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1.0.0