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how to solve "Warning: Inverse CDF calculation did not converge for p"

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Luigi Simeone
Luigi Simeone el 31 de Mayo de 2021
Comentada: Torsten el 31 de Mayo de 2021
I have checked already an answer for this problem here (https://it.mathworks.com/matlabcentral/answers/263138-warning-inverse-cdf-calculation-did-not-converge-for-p) but is not clear for me exaclty how to solve it.
Basically I have these 2 lines of code giving the same error with different values of p.
x1 = ksdensity(x,xx,'function','icdf'); % error: Warning: Inverse CDF calculation did not converge for p = 0.0035454.
y1 = ksdensity(y,yy,'function','icdf'); % error: Warning: Inverse CDF calculation did not converge for p = 0.99161.
I have checked the help and documentation but I don't get it.
What exaclty is p?
I have checked x1 and y1 and I noticed that the scale is very big.
If I do:
max(x1) % 6.22e+07
max(y1) % 6.79e+07
such values are non-sense.
Can anybody help?
  3 comentarios
Luigi Simeone
Luigi Simeone el 31 de Mayo de 2021
Many many thanks Torsen. Actually when I plot x1 and y1, such high values (6e+7) are achieved not exactly in 1 or 0 but very close to them. Can you please suggest me how to solve it? it is not an error but a Warning however, I cannot ignore it as such values are dramatically large. The post I have linked suggest as a second option to remove these values. Do you know how to do it? thanks in advance
Torsten
Torsten el 31 de Mayo de 2021
Most probably by removing the smallest and largest value from your raw data.

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