find_idx

Fractional binning

idx=find_idx(xi, xgrid)

This function not only bin similarly to HISTC, but also returns the fractional position of data points within the binning interval.

It is equivalent to

interp1(xgrid,(1:length(xgrid)), xi)

but with the speed improvement up to 5 times.

Algorithm: dichotomy, complexity of m.log(n), where m isnumber of data points (xi) and n is number of bins (xgrid).

Few obvious examples of applications:

- binning step for more sophisticated interpolation schemes such as multi-dimensional spline or linear tensorial interpolations.

- Generate discrete random sequences with given probability distribution.