maj Makefile et calcul de moyenne de normales avec méthode qmc

2 files changed, 34 insertions, 8 deletions

diff --git a/Makefile b/Makefile
index 6b87c38..bb7cdc6 100644
--- a/Makefile
+++ b/Makefile
@@ -14,7 +14,7 @@ main.o: stratified_sampling.o
 test: test.o mt19937.o
 	$(CXX) $^ -o $@
 
-rqmc: rqmc.o
+rqmc: rqmc.o mt19937.o
 	$(CXX) $^ -o $@ $(GSL_FLAGS) 
 
 clean:
diff --git a/rqmc.cpp b/rqmc.cpp
index 40fd8ad..e8b98fc 100644
--- a/rqmc.cpp
+++ b/rqmc.cpp
@@ -1,14 +1,40 @@
 #include "low_discrepancy.hpp"
 #include <vector>
+#include <gsl/gsl_cdf.h>
+#include "var_alea.hpp"
+
+
+double frac_part(double x){
+    return x - floor(x);
+}
+
+double mean_rqmc(int N, double X) {
+    sobol s(1);
+    double sum = 0;
+    for(int i=0; i<N; i++){
+        sum +=gsl_cdf_gaussian_Pinv (frac_part(X+s()[0]), 1);
+    }
+    return sum/N;
+}
 
 int main() {
-    sobol s(3);
-    std::vector<double> q;
-    std::vector<double> a;
-    q = s();
-    a = s();
-    for(int i=0; i<3; i++){
-        std::cout<<a[i]<<std::endl;
+    init_alea(0);
+    int I=100;
+    int N= 10000;
+    uniform U;
+    double m = 0;
+    double s = 0;
+    double temp;
+    
+    for(int i=0;i<I;i++){
+        temp = mean_rqmc(N,U());
+        m+=temp;
+        s+=temp*temp;
     }
+    m = m/N;
+    s = s/N - m*m;
+    
+    std::cout<<"espérance "<<m<<" taille de l'IC "<<sqrt(s)*1.64/10<<std::endl;
+
     return 0;
 }