31 lines
1.0 KiB
Matlab
31 lines
1.0 KiB
Matlab
function indx = smc_resampling(weights,noise,number)
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% function indx = smc_resampling(weights,noise,number)
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% Copyright © 2022 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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indx = zeros(number,1);
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cumweights = cumsum(weights);
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randvec = (transpose(1:number)-1+noise(:))/number;
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j = 1;
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for i=1:number
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while (randvec(i)>cumweights(j))
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j = j+1;
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end
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indx(i) = j;
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end
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