Inverse empirical cumulative distribution function

Quantile function or inverse-ECDF of some data-sample. Data is finite and the ECDF from which the inverse is taken is discontiuous.
Updated 14 Feb 2019

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Quantile function for an empirical cumulative distribution function (ECDF), i.e. inverse-ECDF, of some (finite) data-sample. The ECDF (F) is thus discontinuous and the quantile function (Q) at q is computed as:
Q(q) = inf{x: q<=F(x)}.

Simple problem, frequently discussed online, for which however a clean matlab code seems not to be available.

Cite As

Martin Magris (2024). Inverse empirical cumulative distribution function (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2018b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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