function x = empirical_discrete_cdf_inv ( cdf, a, b, c ) %*****************************************************************************80 % %% EMPIRICAL_DISCRETE_CDF_INV inverts the Empirical Discrete CDF. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 08 September 2004 % % Author: % % John Burkardt % % Parameters: % % Input, real CDF, the value of the CDF. % 0.0 <= CDF <= 1.0. % % Input, integer A, the number of values. % 0 < A. % % Input, real B(A), the weights of each value. % 0 <= B(1:A) and at least one value is nonzero. % % Input, real C(A), the values. % The values must be distinct and in ascending order. % % Output, real X, the smallest argument whose CDF is greater % than or equal to CDF. % if ( cdf < 0.0 | 1.0 < cdf ) fprintf ( 1, '\n' ); fprintf ( 1, 'EMPIRICAL_DISCRETE_CDF_INV - Fatal error!\n' ); fprintf ( 1, ' CDF < 0 or 1 < CDF.\n' ); error ( 'EMPIRICAL_DISCRETE_CDF_INV - Fatal error!' ); end bsum = sum ( b(1:a) ); x = c(1); cdf2 = b(1) / bsum; for i = 2 : a if ( cdf <= cdf2 ) return end x = c(i); cdf2 = cdf2 + b(i) / bsum; end return end