encapsulage du stratified sampling

1 files changed, 35 insertions, 0 deletions

diff --git a/main.cpp b/main.cpp
new file mode 100644
index 0000000..c1eb3ec
--- /dev/null
+++ b/main.cpp
@@ -0,0 +1,35 @@
+#include <iostream>
+#include <gsl/gsl_rng.h>
+#include <vector>
+//#include "rtnorm.hpp"
+#include <gsl/gsl_cdf.h>
+#include <gsl/gsl_math.h>
+#include "stratified_sampling.hpp"
+#include <cmath>
+#include <algorithm>
+
+//--génération quantiles--
+std::vector<double> quantile_norm(int n, double sigma){
+  std::vector<double> q(n);
+  for (int i=0; i<n; i++) {
+    q[i] = gsl_cdf_gaussian_Pinv ((double)(i+1)/n, sigma);
+  }
+  return q;
+}
+
+int main()
+{
+  //--- GSL random init ---
+  gsl_rng_env_setup();
+  std::vector<double> q;
+  q = quantile_norm(10, 1);
+  vector<double> p(10, 0.1);
+  vector<gaussian_truncated> gen;
+  gen.push_back(gaussian_truncated(GSL_NEGINF,q[0]));
+  for (int i=1; i<10; i++){
+    gen.push_back(gaussian_truncated(q[i-1],q[i]));
+  }
+  stratified_sampling<gaussian_truncated> S(p, gen);
+  //S.update(1000);
+  return 0;
+}