debbugage de main

1 files changed, 9 insertions, 6 deletions

diff --git a/src/main.cpp b/src/main.cpp
index 561b8c2..88f3737 100644
--- a/src/main.cpp
+++ b/src/main.cpp
@@ -45,17 +45,20 @@ x = 1.64*S.estimator().second;
 
 
  void exemple2 (){
-     std::vector<double> mu(16);
-     mu = argmax(0.05, 1.0, 50, 0.1, 45, 16);
+     int d= 16;
+     std::vector<double> mu(d);
+     mu = argmax(0.05, 1.0, 50, 0.1, 45, d);
      double norm_mu = 0;
-     std::vector<double> u(16);
-     for(int i=0; i<16; i++) {
+     std::vector<double> u(d);
+     for(int i=0; i<d; i++) {
          norm_mu += mu[i]*mu[i];
-         u[i] = mu[i]/norm_mu;
+     }
+     for(int i=0; i<d; i++) {
+         u[i] = mu[i]/sqrt(norm_mu);
      }
      vector<double> q = quantile_norm(100, 1);
      vector<double> p(100, 0.01);
-     asian_option A(0.05, 1.0, 50, 0.1, 45, 16);
+     asian_option A(0.05, 1.0, 50, 0.1, d, 45);
      f_mu G(mu,A);
      multi_gaussian_truncated MG(q[50],q[51], u);
      for(int i=0; i<10; i++){