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-rw-r--r--main.cpp35
1 files changed, 35 insertions, 0 deletions
diff --git a/main.cpp b/main.cpp
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+++ b/main.cpp
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+#include <iostream>
+#include <gsl/gsl_rng.h>
+#include <vector>
+//#include "rtnorm.hpp"
+#include <gsl/gsl_cdf.h>
+#include <gsl/gsl_math.h>
+#include "stratified_sampling.hpp"
+#include <cmath>
+#include <algorithm>
+
+//--génération quantiles--
+std::vector<double> quantile_norm(int n, double sigma){
+ std::vector<double> q(n);
+ for (int i=0; i<n; i++) {
+ q[i] = gsl_cdf_gaussian_Pinv ((double)(i+1)/n, sigma);
+ }
+ return q;
+}
+
+int main()
+{
+ //--- GSL random init ---
+ gsl_rng_env_setup();
+ std::vector<double> q;
+ q = quantile_norm(10, 1);
+ vector<double> p(10, 0.1);
+ vector<gaussian_truncated> gen;
+ gen.push_back(gaussian_truncated(GSL_NEGINF,q[0]));
+ for (int i=1; i<10; i++){
+ gen.push_back(gaussian_truncated(q[i-1],q[i]));
+ }
+ stratified_sampling<gaussian_truncated> S(p, gen);
+ //S.update(1000);
+ return 0;
+}