function y = subscat(x,v,s)
%   Copyright (c) 2001-2009 by Ales Cerny
%--------------------------------------------------------------------------
% subscat(x,v,s) assigns a label from vector 's' to each entry in vector 'x'  
% depending on which of the intervals determined by vector 'v' a particular
% entry falls in.
%
% Inputs
% x     : N*1 vector
% v     : P*1 numeric vector, containing breakpoints specifying the ranges
%         within which substitution is to be made. This must be sorted in
%         ascending order.
% s     : P*1 vector, containing values to be substituted
%
% Outputs
% y     : N*1 vector, with the elements in s substituted for the original 
%         elements of x according to which of the regions of v the elements 
%         of x fall into

%************************************************************************%
% subscat.m - supplementary program to                            %
% Ales Cerny (2009) Mathematical Techniques in Finance (2nd ed.)         % 
% Princeton University Press http://press.princeton.edu/titles/9079.html %
%************************************************************************%
    
% This code is provided 'as-is', without any express or implied warranty.  
% 
% Permission is granted to anyone to use this code for any purpose, 
% subject to the following restrictions:
% 
% 1. The origin of this code must not be misrepresented; you must not
%    claim that you wrote the original code.
% 2. Modified code versions must be plainly marked as such, and must not 
%    be misrepresented as being the original code.
% 3. This notice may not be removed from any source distribution.

% NOTICE TO STUDENTS: To avoid accusations of plagiarism, if you use this 
% code or its modifications in assessed work you should prepend it with a 
% note stating: 
%   "This is the original/modified version of the code subscat.m by 
%    Ales Cerny (2009), Mathematical Techniques in Finance (2nd ed.),  
%    Princeton University Press. The original version is available from 
%    http://www.martingales.info/mtfweb2".
% A similar acknowledgement should appear prominently inside your written 
% report.

if nargin < 3 
    error('Requires at least three input argument.');
end
k = find(v(2:end) - v(1:end-1) <=0);
if any(k)
    error('v must be sorted in ascending order.');
end
k = ( x <= v(1));
temp = s(1) * k;
for i = 2 : length(v)
k = ((x > v(i-1)).*(x <= v(i)));
temp = temp + s(i)*k;
end
k = ( x > v(end));
temp = temp + x.*k;

y = temp;