on utilise plus .current et on améliore exemple 2

1 files changed, 15 insertions, 4 deletions

diff --git a/src/main.cpp b/src/main.cpp
index 88f3737..fb6df08 100644
--- a/src/main.cpp
+++ b/src/main.cpp
@@ -60,10 +60,21 @@ x = 1.64*S.estimator().second;
      vector<double> p(100, 0.01);
      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++){
-        std::cout<<G(MG())<<std::endl;
-    }
+     std::vector<compose_t <f_mu, multi_gaussian_truncated> > X;
+     X.push_back(compose(G, multi_gaussian_truncated(GSL_NEGINF,q[0], u)));
+     for(int i=1; i<100; i++) {
+         X.push_back(compose(G, multi_gaussian_truncated(q[i-1],q[i], u)));
+     }
+     for(int i=0; i<100; i=i+10){
+         std::cout<<X[i]()<<endl;
+     }
+     stratified_sampling<compose_t <f_mu, multi_gaussian_truncated> > S(p, X);
+     S.draw(1000);
+     cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
+     //~ compose_t <f_mu, multi_gaussian_truncated> X = compose(G,MG);
+     //~ for(int i=0; i<10; i++){
+        //~ std::cout<<X()<<std::endl;
+    //~ }
 }