root/projects/AsynCluster/trunk/svpmc/sample.c

/* svPMC: Stochastic Volatility Inference via Population Monte Carlo
   
   Copyright (C) 2007-2008 by Edwin A. Suominen, http://www.eepatents.com
   
   This program 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 2 of the License, or (at your option) any later
   version.
   
   This program 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 file COPYING for more details.
   
   You should have received a copy of the GNU General Public License along with
   this program; if not, write to the Free Software Foundation, Inc., 51
   Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA
*/


// Resampler.__call__
//
// Supplied variables
// ----------------------------------------------------------------------------
// 'x', 'a', 'b'

int ja = Na[0] - 1;
int jb = Nb[0] - 1;
int ka, kb;
while (ja >= 0 && jb >= 0) {
  ka = A1(ja);
  kb = B1(jb);
  X2(ka,1) = kb;
  X2(kb,0) = X2(kb,0) + X2(ka,0) - 1.0;
  if (X2(kb,0) < 1) {
    A1(ja) = kb;
    jb--;
  } else {
    ja--;
  }
}