46 lines
1.2 KiB
Matlab
46 lines
1.2 KiB
Matlab
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function indices = kitagawa(weights, noise)
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% Return indices for resampling.
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%
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% INPUTS
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% - weights [double] n×1 vector of partcles' weights.
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% - noise [double] scalar, uniform random deviates in [0,1]
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%
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% OUTPUTS
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% - indices [integer] n×1 vector of indices in [1:n]
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% Copyright © 2022-2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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n= length(weights);
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if nargin<2, noise = rand; end
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indices = NaN(n, 1);
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cweights = cumsum(weights);
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wweights = (transpose(0:n-1)+noise)*(1.0/n);
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j = 1;
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for i=1:n
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while wweights(i)>cweights(j)
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j = j+1;
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end
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indices(i) = j;
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end
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