function xsi = tail(empirical,analytical) %function xsi = tail(empirical,analytical) % Estimate tail approximation % Copyright (c) 2004-2006 Alessio Botta, Alberto Dainotti, Antonio Pescapè % Email: {a.botta , alberto , pescape }@unina.it % DIS - Dipartimento di Informatica e Sistemistica % University of Napoli Federico II, ITALY % All rights reserved. % % Redistribution and use in source and binary forms, with or without % modification, are permitted provided that the following conditions % are met: % 1. Redistributions of source code must retain the above copyright % notice, this list of conditions and the following disclaimer. % 2. Redistributions in binary form must reproduce the above copyright % notice, this list of conditions and the following disclaimer in the % documentation and/or other materials provided with the distribution. % 3. Redistributions of source code or in binary form must clearly reproduce % the reference to the web site from which they were downloaded. % % THIS SOFTWARE IS PROVIDED BY THE AUTHOR AND CONTRIBUTORS ``AS IS'' AND % ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE % IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE % ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR OR CONTRIBUTORS BE LIABLE % FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL % DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS % OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) % HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT % LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY % OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF % SUCH DAMAGE. [ycdf, xcdf] = cdfcalc(empirical); % Align ycdf and xcdf (see "help cdfcalc") ycdf = ycdf(2:length(ycdf)); % Find the value of x where F(x) ~ 0.95 index_a1 = min(find(ycdf >= 0.95)); a1=xcdf(index_a1); b=length(find(empirical >= a1)); a=length(find(analytical >= a1)); fprintf('b: %d len emp: %d a: %d len an: %d\n', b, length(empirical), a, length(analytical)); % Rescale a a=a / length(analytical) * length(empirical); xsi = log2(b / a);