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cumulative distribution function

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fatemeh
fatemeh on 9 May 2015
Edited: Star Strider on 9 May 2015
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))
End
Regards

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