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PDF_TO_CDF

PDF_TO_CDF

Name


    PDF_TO_CDF

Purpose


    This function estimates a cumulative distribution function from a given
    probability density function.

Category


    Statistics

Calling Sequence


    Result = PDF_TO_CDF( Xpdf, Pdf )

Input


    Xpdf: A vector of type floating point containing the location of the
        values in Pdf.
    Pdf: A vector of type floating point containing the probability density
        function values.

Keyword Parameters


    INTERPOLATE: A vector of type floating point containing the location to
        calculate the values in Result. The default is halfway between the
        values in Xpdf.
    LSQUADRATIC: If set the interpolation is done using a least squares
        quadratic fit. The default is a linear interpolation.
    NORMALISE: If set the a normalised CDF (i.e. running from 0 to 1) is
        returned. The default is to not normalise.
    QUADRATIC: If set the interpolation is done by fitting a quadratic. The
        default is a linear interpolation.
    SPLINE: If set theinterpolation is done by fitting a cubic spline. The
        default is a linear interpolation.

Output


    Result: A vector of type floating point containing the cumulative
        distribution function values calculated from Pdf at the positions in
        XCDF.
    XCDF: A vector of type floating point containing the location of the
        values in Result.

Uses


    -

Procedure


    This function calculates the CDF values by summing over the preceding PDF
    values.

Example


    Define the PDF values and where they are.
      pdf = [ 0.1, 0.25, 0.3, 0.25, 0.1 ]
      xpdf = [ 0., 1., 2., 4., 5. ]
    Calculate the CDF.
      result = pdf_to_cdf( xpdf, pdf, xcdf=xcdf )
    result should be [ 0.1, 0.35, 0.65, 0.9, 1.0 ].
    xcdf should be [ 0.5, 1.5, 3., 4.5, 5.5 ].

Modification History


    Written by: Daithi Stone, 2003-07-21
    Modified: DAS, 2003-09-25 (added Xpdf input, INTERPOLATE, LSQUADRATIC,
        QUADRATIC, SPLINE keywords, XCDF output)
    Modified: DAS, 2011-04-13 (added NORMALISE keyword; modified
        documentation format)



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