function indx = smc_resampling(weights,noise,number) % function indx = smc_resampling(weights,noise,number) % Copyright © 2022 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . indx = zeros(number,1); cumweights = cumsum(weights); randvec = (transpose(1:number)-1+noise(:))/number; j = 1; for i=1:number while (randvec(i)>cumweights(j)) j = j+1; end indx(i) = j; end