nettoyage du dépôt

1 files changed, 53 insertions, 0 deletions

diff --git a/src/main.cpp b/src/main.cpp
new file mode 100644
index 0000000..f81f1dd
--- /dev/null
+++ b/src/main.cpp
@@ -0,0 +1,53 @@
+#include <iostream>
+#include <gsl/gsl_rng.h>
+#include <vector>
+#include <gsl/gsl_cdf.h>
+#include <gsl/gsl_math.h>
+#include "stratified_sampling.hpp"
+#include <cmath>
+#include <algorithm>
+
+using namespace std;
+//--génération quantiles--
+vector<double> quantile_norm(int n, double sigma){
+    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();
+    vector<double> q = quantile_norm(10, 1);
+    vector<double> p(10, 0.1);
+    vector<gaussian_truncated> rvar;
+    rvar.push_back(gaussian_truncated(GSL_NEGINF, q[0],0,1,0));
+    for (int i=1; i<10; i++){
+        rvar.push_back(gaussian_truncated(q[i-1], q[i],0,1,i));
+    }
+    stratified_sampling<gaussian_truncated> S(p,rvar);
+    //S.update(100);
+    S.draw(100);
+    double x = 1.64*S.estimator().second;
+		cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
+		cout<<"Son intervalle de confiance à 95% est :"<<"["<<S.estimator().first-(x/10)<<" ,"<<S.estimator().first+(x/10)<<"]"<<endl;
+    //S.update(1000);
+    S.draw(1000);
+		x = 1.64*S.estimator().second;
+		cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
+		cout<<"Son intervalle de confiance à 95% est :"<<"["<<S.estimator().first-(x/sqrt(1100))<<" ,"<<S.estimator().first+(x/sqrt(1100))<<"]"<<endl;
+		//S.update(10000);
+		S.draw(10000);
+		x = 1.64*S.estimator().second;
+		cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
+		cout<<"Son intervalle de confiance à 95% est :"<<"["<<S.estimator().first-(x/sqrt(11100))<<" ,"<<S.estimator().first+(x/sqrt(11100))<<"]"<<endl;
+
+    //~ S.draw();
+    //~ for(int i=0;i<10;i++){
+        //~ cout<<S.get_mean()[i]<<endl;
+    //~ }
+    return 0;
+}