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| author | Bertrand <bertrand.horel@gmail.com> | 2016-04-11 14:17:21 +0000 |
|---|---|---|
| committer | Bertrand <bertrand.horel@gmail.com> | 2016-04-11 14:17:21 +0000 |
| commit | 95ee7fca4b4a30cc8e381b09c963b94512630521 (patch) | |
| tree | 6afd60ee9107e8b239f34ad6cc1f5ffac83b9890 /src/rqmc.cpp | |
| parent | a6076b6b0cc7958e8b939ba6ed3ddb53d7d1ff20 (diff) | |
| download | projet_C++-95ee7fca4b4a30cc8e381b09c963b94512630521.tar.gz | |
début nettoyage et description dans README
Diffstat (limited to 'src/rqmc.cpp')
| -rw-r--r-- | src/rqmc.cpp | 30 |
1 files changed, 0 insertions, 30 deletions
diff --git a/src/rqmc.cpp b/src/rqmc.cpp index 7109d82..4c804e1 100644 --- a/src/rqmc.cpp +++ b/src/rqmc.cpp @@ -6,33 +6,3 @@ double frac_part(double x){ } -double mean_rqmc(int N, double X) { - sobol s(1); - double sum = 0; - for(int i=0; i<N; i++){ - sum +=gsl_cdf_gaussian_Pinv (frac_part(X+s()[0]), 1); - } - return sum/N; -} - -//~ int main() { - //~ init_alea(0); - //~ int I=100; - //~ int N= 10000; - //~ uniform U; - //~ double m = 0; - //~ double s = 0; - //~ double temp; - - //~ for(int i=0;i<I;i++){ - //~ temp = mean_rqmc(N,U()); - //~ m+=temp; - //~ s+=temp*temp; - //~ } - //~ m = m/I; - //~ s = s/I - m*m; - - //~ std::cout<<"espérance "<<m<<" taille de l'IC "<<sqrt(s)*1.96/10<<std::endl; - - //~ return 0; -//~ } |
