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diff --git a/src/main/java/org/apache/commons/math3/analysis/function/StepFunction.java b/src/main/java/org/apache/commons/math3/analysis/function/StepFunction.java
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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math3.analysis.function;
+
+import java.util.Arrays;
+
+import org.apache.commons.math3.analysis.UnivariateFunction;
+import org.apache.commons.math3.exception.DimensionMismatchException;
+import org.apache.commons.math3.exception.NoDataException;
+import org.apache.commons.math3.exception.NonMonotonicSequenceException;
+import org.apache.commons.math3.exception.NullArgumentException;
+import org.apache.commons.math3.util.MathArrays;
+
+/**
+ * <a href="http://en.wikipedia.org/wiki/Step_function">
+ *  Step function</a>.
+ *
+ * @since 3.0
+ */
+public class StepFunction implements UnivariateFunction {
+    /** Abscissae. */
+    private final double[] abscissa;
+    /** Ordinates. */
+    private final double[] ordinate;
+
+    /**
+     * Builds a step function from a list of arguments and the corresponding
+     * values. Specifically, returns the function h(x) defined by <pre><code>
+     * h(x) = y[0] for all x &lt; x[1]
+     *        y[1] for x[1] &le; x &lt; x[2]
+     *        ...
+     *        y[y.length - 1] for x &ge; x[x.length - 1]
+     * </code></pre>
+     * The value of {@code x[0]} is ignored, but it must be strictly less than
+     * {@code x[1]}.
+     *
+     * @param x Domain values where the function changes value.
+     * @param y Values of the function.
+     * @throws NonMonotonicSequenceException
+     * if the {@code x} array is not sorted in strictly increasing order.
+     * @throws NullArgumentException if {@code x} or {@code y} are {@code null}.
+     * @throws NoDataException if {@code x} or {@code y} are zero-length.
+     * @throws DimensionMismatchException if {@code x} and {@code y} do not
+     * have the same length.
+     */
+    public StepFunction(double[] x,
+                        double[] y)
+        throws NullArgumentException, NoDataException,
+               DimensionMismatchException, NonMonotonicSequenceException {
+        if (x == null ||
+            y == null) {
+            throw new NullArgumentException();
+        }
+        if (x.length == 0 ||
+            y.length == 0) {
+            throw new NoDataException();
+        }
+        if (y.length != x.length) {
+            throw new DimensionMismatchException(y.length, x.length);
+        }
+        MathArrays.checkOrder(x);
+
+        abscissa = MathArrays.copyOf(x);
+        ordinate = MathArrays.copyOf(y);
+    }
+
+    /** {@inheritDoc} */
+    public double value(double x) {
+        int index = Arrays.binarySearch(abscissa, x);
+        double fx = 0;
+
+        if (index < -1) {
+            // "x" is between "abscissa[-index-2]" and "abscissa[-index-1]".
+            fx = ordinate[-index-2];
+        } else if (index >= 0) {
+            // "x" is exactly "abscissa[index]".
+            fx = ordinate[index];
+        } else {
+            // Otherwise, "x" is smaller than the first value in "abscissa"
+            // (hence the returned value should be "ordinate[0]").
+            fx = ordinate[0];
+        }
+
+        return fx;
+    }
+}