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function indices = kitagawa(weights, noise)
% Return indices for resampling.
%
% INPUTS
% - weights [double] n×1 vector of partcles' weights.
% - noise [double] scalar, uniform random deviates in [0,1]
%
% OUTPUTS
% - indices [integer] n×1 vector of indices in [1:n]
% Copyright © 2022-2023 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 <https://www.gnu.org/licenses/>.
n= length(weights);
if nargin<2, noise = rand; end
indices = NaN(n, 1);
cweights = cumsum(weights);
wweights = (transpose(0:n-1)+noise)*(1.0/n);
j = 1;
for i=1:n
while wweights(i)>cweights(j)
j = j+1;
end
indices(i) = j;
end
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