invgen.m

计量工具箱

function quant=invgen(Fchapeau,alpha)
%  PURPOSE:This function computes the generalized inversion of a discrete cdf function
%----------------- -----------------------------------------------------
%  USAGE: quant = invgen(Fchapeau,alpha)
%     where: Fchapeau = (n x 2) matrix where first column is ti and second column is F(ti)
%            alpha = order of the quantile (0 < alpha <=1)
%------------------- ---------------------------------------------------
%  OUTPUTS :  quant = antecedent
%-----------------------------------------------------------------------
% Eve Leconte, Christine Thomas-Agnan, June 2003
% Universit