diff options
| -rw-r--r-- | stratified_sampling.cpp | 41 |
1 files changed, 34 insertions, 7 deletions
diff --git a/stratified_sampling.cpp b/stratified_sampling.cpp index 4d3de48..22bdbf5 100644 --- a/stratified_sampling.cpp +++ b/stratified_sampling.cpp @@ -3,7 +3,7 @@ #include "rtnorm.hpp" #include <gsl/gsl_cdf.h> - +#include <gsl/gsl_math.h> //--génération quantiles-- std::vector<double> quantile_norm(int n, double sigma){ @@ -23,8 +23,18 @@ double quantile_truncate_normal (int i, int n, double mu, p = rtnorm (gen, q[i], q[i+1], mu, sigma); return p.first; } - +std::pair<double, double> mean_var( std::vector<double> r){ + std::pair<double, double> p; + for(int i=0; i<r.size(); i++){ + p.first += r[i]; + p.second += r[i]*r[i]; + } + p.first /= r.size(); + p.second /= r.size(); + p.second -= p.first * p.first; + return p; +} int main() { @@ -35,11 +45,28 @@ int main() std::vector<double> q; q = quantile_norm(10, 1); std::cout<<q[5]<<std::endl; + + std::pair<double, double> p; + std::pair<double, double> mv; + //number of classes + int I = 10; + //number of samples + int N = 10000; + std::vector<double> r(N); double a; - int i; - for (i=0; i<20; i++){ - a= quantile_truncate_normal(4, 10, 0, 1, gen); - std::cout<<a<<std::endl;} + for (int i=0; i<I; i++){ + if(i==0){ + a = GSL_NEGINF; + }else{ + a = q[i-1]; + } + for(int j=0; j<N; j++){ + p = rtnorm (gen, a, q[i], 0, 1); + r[j] = p.first; + } + mv = mean_var(r); + std::cout<<"mean :"<<mv.first<<" var :"<<mv.second<<std::endl; + } + gsl_rng_free(gen); return 0; } - |