1 files changed, 35 insertions, 0 deletions
diff --git a/R/interpweights.R b/R/interpweights.R
index 03de58d7..1e9d50c5 100644
--- a/R/interpweights.R
+++ b/R/interpweights.R
@@ -7,6 +7,41 @@ interpweights <- function(w, v1, v2){
   return(interpweights)
 }
 
+interpvalues <- function(w, v, neww){
+    cumw <- cumsum(w)
+    test <- splinefun(v, cumw, method="monoH.FC")
+    eps <- 1e-3
+    newv <- rep(0, length(neww))
+    cumneww <- cumsum(neww)
+    mid <- 0
+    for(i in 1:length(neww)){
+        iter <- 0
+        ## do binary search
+        hi <- test(1)
+        lo <- mid
+        if(hi < cumneww[i]){
+            newv[i] <- hi
+            next
+        }
+        if(test(lo) > cumneww[i]){
+            newv[i] <- lo
+            next
+        }
+        mid <- (lo+hi)/2
+        iter <- 0
+        while(abs(test(mid)-cumneww[i])>eps){
+            if(test(mid)>cumneww[i]){
+                hi <- mid
+            }else{
+                lo <- mid
+            }
+            mid <- (lo+hi)/2
+        }
+        newv[i] <- mid
+    }
+    return(newv)
+}
+
 adjust_scenario <- function(scenario, epsilon){
   1-(1-scenario)^(1/(1+epsilon))
 }