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PDF_TO_CDF

PDF_TO_CDF

## Purpose

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

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.

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## 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