plinv
Inverse of the piecewise linear distribution (iCDF).
For each element of p, compute the quantile (the inverse of the CDF) of the piecewise linear distribution with a vector of x values at which the CDF changes slope and a vector of CDF values Fx that correspond to each value in x. Both x and Fx must be vectors of the same_p size and at least 2-elements long.. The size of data is the same_p as p.
Further information about the piecewise linear distribution can be found at https://en.wikipedia.org/wiki/Piecewise_linear_function
See also: plcdf, plpdf, plrnd, plstat
Source Code: plinv
## Plot various iCDFs from the Piecewise linear distribution
p = 0.001:0.001:0.999;
x1 = [0, 1, 3, 4, 7, 10];
Fx1 = [0, 0.2, 0.5, 0.6, 0.7, 1];
x2 = [0, 2, 5, 6, 7, 8];
Fx2 = [0, 0.1, 0.3, 0.6, 0.9, 1];
data1 = plinv (p, x1, Fx1);
data2 = plinv (p, x2, Fx2);
plot (p, data1, "-b", p, data2, "-g")
grid on
legend ({"x1, Fx1", "x2, Fx2"}, "location", "northwest")
title ("Piecewise linear iCDF")
xlabel ("probability")
ylabel ("values in data")
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