diff options
| -rw-r--r-- | stratified_sampling.cpp | 23 |
1 files changed, 20 insertions, 3 deletions
diff --git a/stratified_sampling.cpp b/stratified_sampling.cpp index 98e5442..4d3de48 100644 --- a/stratified_sampling.cpp +++ b/stratified_sampling.cpp @@ -8,12 +8,24 @@ //--génération quantiles-- std::vector<double> quantile_norm(int n, double sigma){ std::vector<double> q(n); - for (int i=1; i<n; i++) { - q[i] = gsl_cdf_gaussian_Pinv ((double)i/n, sigma); + for (int i=0; i<n; i++) { + q[i] = gsl_cdf_gaussian_Pinv ((double)(i+1)/n, sigma); } return q; } +//--tirage de normale tronquée entre les quantile de taille 1/n i et i+1-- +double quantile_truncate_normal (int i, int n, double mu, + double sigma, gsl_rng *gen) { + std::vector<double> q; + q = quantile_norm(n, sigma); + std::pair<double, double> p; + p = rtnorm (gen, q[i], q[i+1], mu, sigma); + return p.first; + } + + + int main() { //--- GSL random init --- @@ -22,7 +34,12 @@ int main() gsl_rng *gen = gsl_rng_alloc (type); // Rand generator allocation std::vector<double> q; q = quantile_norm(10, 1); - std::cout<<q[1]<<std::endl; + std::cout<<q[5]<<std::endl; + double a; + int i; + for (i=0; i<20; i++){ + a= quantile_truncate_normal(4, 10, 0, 1, gen); + std::cout<<a<<std::endl;} return 0; } |