Inverse empirical cumulative distribution function
Version 1.0.1 (1.27 KB) by
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.
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.
Cite As
Martin Magris (2026). Inverse empirical cumulative distribution function (https://www.mathworks.com/matlabcentral/fileexchange/70283-inverse-empirical-cumulative-distribution-function), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2018b
Compatible with any release
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