ajout fction normalize ds projet

1 files changed, 22 insertions, 14 deletions

diff --git a/src/projet.cpp b/src/projet.cpp
index 6bcd90a..af322ed 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -60,18 +60,26 @@ vector< vector<double> > exemple1_rqmc(){
     return data;
 };
 
- void exemple2_stratified (){
-     int d= 16;
+
+std::vector<double> normalize (std::vector<double> mu) { 
+    int d = mu.size();
+    double norm_mu = 0; 
+    std::vector<double> u(d); 
+    for(int i=0; i<d; i++) { 
+        norm_mu += mu[i]*mu[i]; 
+        } 
+    for(int i=0; i<d; i++) {
+        u[i] = mu[i]/sqrt(norm_mu);
+        }
+    return u;
+}
+      
+    
+ void exemple2_stratified (int d){
      std::vector<double> mu(d);
-     mu = argmax(0.05, 1.0, 50, 0.1, 45, d);
-     double norm_mu = 0;
+     mu = argmax(0.05, 1.0, 50, 0.1, 45, d); 
      std::vector<double> u(d);
-     for(int i=0; i<d; i++) {
-         norm_mu += mu[i]*mu[i];
-     }
-     for(int i=0; i<d; i++) {
-         u[i] = mu[i]/sqrt(norm_mu);
-     }
+     u = normalize(mu);
      vector<double> q = quantile_norm(100, 1);
      vector<double> p(100, 0.01);
      asian_option A(0.05, 1.0, 50, 0.1, d, 45);
@@ -90,11 +98,9 @@ vector< vector<double> > exemple1_rqmc(){
      cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
 }
 
-void exemple2_rqmc() {
+void exemple2_rqmc(int d) {
     asian_option A(0.05, 1.0, 50.0, 0.1, 16, 45);
     int N= 10000;
-    
-    int d =16; 
 
     
     std::vector<double> result(3);
@@ -112,7 +118,7 @@ void exemple2_rqmc() {
 
 int make_table(vector< vector<double> > data1, vector< vector<double> > data2) {
     std::fstream fs("doc/table.tex", std::fstream::out);;
-    fs<<R"(\begin{tabular}{|r|rr|rr|r|})"<<std::endl;
+    fs<<R"(\begin{tabular}{|r|rr|rr|c|})"<<std::endl;
     fs<<R"(\hline)"<<endl;
     fs<<"N"<<" & "<<R"($\mu_{strat}$)"<<" & "<<R"($\mu_{rqmc}$)"<<" & "<<R"($\textrm{IC}_{strat}$)"<<" & "<<R"($\textrm{IC}_{rqmc}$)"<<" & "<< R"($\textrm{IC}_{strat}/\textrm{IC}_{rqmc}$)"<<R"(\\ \hline)"<<std::endl;
     fs.precision(2);
@@ -134,6 +140,8 @@ int main()
     cout<<"Randomised quasi Monte-Carlo sur l'exemple 1 de la normale"<<endl;
     vector< vector<double> > data2 = exemple1_rqmc();
     make_table(data1, data2);
+    
+    exemple2_stratified(16);
     return 0;
     
 }