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Highlights from
Copula-Marginal Algorithm (CMA)

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from Copula-Marginal Algorithm (CMA) by Attilio Meucci
Copula-Marginal Algorithm, to generate and manipulate rich copulas for risk and portfolio management

[np,x]=pHist(X,p,nBins) 
function [np,x]=pHist(X,p,nBins)

[n,x] = hist(X,nBins);
D=x(2)-x(1);
for s=1:length(x)
    Index= (X>=x(s)-D/2) & (X<=x(s)+D/2) ;
    np(s)=sum(p(Index));
end

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