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authorBertrand <bertrand.horel@gmail.com>2016-04-11 14:17:21 +0000
committerBertrand <bertrand.horel@gmail.com>2016-04-11 14:17:21 +0000
commit95ee7fca4b4a30cc8e381b09c963b94512630521 (patch)
tree6afd60ee9107e8b239f34ad6cc1f5ffac83b9890 /src/rqmc.cpp
parenta6076b6b0cc7958e8b939ba6ed3ddb53d7d1ff20 (diff)
downloadprojet_C++-95ee7fca4b4a30cc8e381b09c963b94512630521.tar.gz
début nettoyage et description dans README
Diffstat (limited to 'src/rqmc.cpp')
-rw-r--r--src/rqmc.cpp30
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;
-//~ }