Random Weighted Selection

Randomly pick n from m>=n elements, biased with given linear weights without replacement.

Randomly pick n from size(h)>=n
elements, biased with linear weights as
given in h, without replacement.

Works with infinity and zero weighting
entries, but always picks them
sequentially in this case.

Syntax: Y=randweightedpick(h,n)

Example:

randweightedpick([2,0,5,Inf,3,Inf,0],7)

returns [4,6,...,2,7] all the time as
[4,6] are infinities and [2,7] are
zeros; in between, the results will be
a permutation of [1,3,5]:

[...,3,5,1,...] 30.0% of the time {5/(2+3+5) * 3/(2+3)}

[...,3,1,5,...] 20.0% of the time {5/(2+3+5) * 2/(2+3)}

[...,5,3,1,...] 21.4% of the time {3/(2+3+5) * 5/(2+5)}

[...,1,3,5,...] 12.5% of the time {2/(2+3+5) * 5/(3+5)}

[...,5,1,3,...] 8.6% of the time {3/(2+3+5) * 2/(2+5)}

[...,1,5,3,...] 7.5% of the time {2/(2+3+5) * 3/(3+5)}

Y returns the vector of indices
corresponding to the weights in h.