--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/ecdf.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,64 @@
+% ECDF Compute empirical cumulative distribution function
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% Compute empirical cumulative distribution function for a series of data
+% 
+% CALL 
+% 
+% [F,X] = ecdf(Y);
+% 
+% INPUT
+% 
+% - Y, a data series
+% 
+% L Ferraioli 09-03-2011
+%
+% $Id: ecdf.m,v 1.2 2011/03/09 11:40:27 luigi Exp $
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function [F,X] = ecdf(Y)
+
+  % sort input data
+  X = sort(Y);
+  
+  % define variable for cumulative sum
+  sw = ones(size(X));
+  n = numel(sw);
+
+  jj = 2; 
+  idd = false(size(sw));
+  % Fi is calculated practically as Fi = ni/n where ni is the position of
+  % the ith element of the sorted input array. If two or more elements are
+  % equal then only the ni corresponding to the last one is considered and
+  % the other elements are removed. ni is obtained by a cumulative sum of
+  % an arrays of ones. If k elements are equal they are removed and
+  % substituted by a single k.
+  while jj < n+1
+    if X(jj) ~= X(jj-1); % if successive elements are different we can go on
+      jj = jj+1;
+    else % if some elements are equal than we have to count the equal elements
+      jt = jj+1;
+      while jt<=n+1 && X(jt-1)==X(jj-1) % counting equal elements
+        jt = jt + 1;
+      end
+
+      for ji=jj:jt-2
+        idd(ji-1) = true; % make the assignement for successive removal of elements
+      end
+      t = jt-jj;
+      % set the value corresponding to the number of equal elements in
+      % correspondence to the last element of the series of eqials
+      sw(jt-2) = t; 
+
+      jj = jt;
+    end
+  end
+
+  % remove unwanted elements corresponding to duplicates
+  sw(idd) = [];
+  
+  % calculate cumulative distribution by cumulative sum
+  F = cumsum(sw)./n;
+  
+  % remove elements corresponding to replicas
+  X(idd) = [];
+
+end
\ No newline at end of file