code pour tirer une normale tronquée

1 files changed, 45 insertions, 0 deletions

diff --git a/test_rtnorm.cpp b/test_rtnorm.cpp
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+//  Example for using rtnorm
+//  
+//  Copyright (C) 2012 Guillaume Dollé, Vincent Mazet (LSIIT, CNRS/Université de Strasbourg)
+//  Licence: GNU General Public License Version 2
+//  see http://www.gnu.org/licenses/old-licenses/gpl-2.0.txt
+//
+//  Depends: LibGSL
+//  OS: Unix based system
+
+
+#include <iostream>
+#include <gsl/gsl_rng.h>
+
+#include "rtnorm.hpp"
+
+
+int main()
+{
+  double a = 1;                 // Left bound
+  double b = 9;                 // Right bound
+  double mu = 2;                // Mean
+  double sigma = 3;             // Standard deviation
+  std::pair<double, double> s;  // Output argument of rtnorm
+  int K = 1e5;                  // Number of random variables to generate
+
+  //--- GSL random init ---
+  gsl_rng_env_setup();                          // Read variable environnement
+  const gsl_rng_type* type = gsl_rng_default;   // Default algorithm 'twister'
+  gsl_rng *gen = gsl_rng_alloc (type);          // Rand generator allocation
+
+  //--- generate and display the random numbers ---
+  //std::cout<<"# x p(x)"<<std::endl;
+    std::cout<<a<<" "<<b<<std::endl;
+    std::cout<<mu<<" "<<sigma<<std::endl;
+  for(int k=0; k<K; k++)
+  {
+    s = rtnorm(gen,a,b,mu,sigma);
+    std::cout<<s.first<<" "<<s.second<<std::endl;
+  }
+
+  gsl_rng_free(gen);                            // GSL rand generator deallocation
+
+  return 0;
+}
+