diff options
Diffstat (limited to 'rqmc.cpp')
| -rw-r--r-- | rqmc.cpp | 38 |
1 files changed, 0 insertions, 38 deletions
diff --git a/rqmc.cpp b/rqmc.cpp deleted file mode 100644 index 7109d82..0000000 --- a/rqmc.cpp +++ /dev/null @@ -1,38 +0,0 @@ -#include "rqmc.hpp" - - -double frac_part(double x){ - return x - floor(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; -//~ } |
