📄 gld_cdf.m
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function cp = gld_cdf(x,lambda)%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% GLD_CDF - Calculates the values of the cumulative distribution % function (CDF) of a distribution from the Generalized Lambda Distribution. % % Input:% x = the realization matrix (sample values)% lambda = the distribution parameters vector % [lambda(1),lambda(2),lambda(3),lambda(4)] %% Output:% cp = the CDF matrix corresponding to x%% Copyright (c) Helsinki University of Technology,% Signal Processing Laboratory,% Jan Eriksson, Juha Karvanen, and Visa Koivunen.%% For details see the files readme.txt% and gpl.txt provided within the same package.%% Last modified: 5.9.2000%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if nargin<2, disp('Usege: gld_cdf(x,lambda)'); error('Not enough input arguments.'); end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% A naive binary search is employed. Error <= 2^(-epsilon).%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%epsilon=50; % max 52cp=0.5*ones(size(x));for j=-2:-1:-epsilon, cp=cp+2^j*sign(x-gld_inv(cp,lambda));end% The end of the function %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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