diff options
Diffstat (limited to 'src/projet.cpp')
| -rw-r--r-- | src/projet.cpp | 18 |
1 files changed, 8 insertions, 10 deletions
diff --git a/src/projet.cpp b/src/projet.cpp index 85f56ab..fb86414 100644 --- a/src/projet.cpp +++ b/src/projet.cpp @@ -107,7 +107,6 @@ vector <vector<double> > exemple2_stratified (int d){ r[1] = S.estimator().first; r[2] = S.estimator().second; data[i] = r; - for(int j=0; j<3; j++){cout<<data[i][j]<<endl;}; } return data; } @@ -125,9 +124,6 @@ vector< vector<double> > exemple2_rqmc(int d) { asian_option A(r, T, S0, V, K[i], true); data[i] = monte_carlo(I, quasi_mean<asian_option, sobol> (N, d, A)); } - for(int i =0; i<3; i++){ - std::cout<<data[i][0]<<std::endl; - } return data; }; @@ -151,15 +147,17 @@ int make_table2(vector< vector<double> > data1, vector< vector<double> > data2, fs<<R"(\begin{tabular}{|r|r|rr|rr|c|})"<<std::endl; fs<<R"(\hline)"<<endl; fs<<"d"<<" & "<<"K"<<" & "<<R"($\mu_{strat}$)"<<" & "<<R"($\mu_{rqmc}$)"<<" & "<<R"($\textrm{IC}_{strat}$)"<<" & "<<R"($\textrm{IC}_{rqmc}$)"<<" & "<< R"($\textrm{IC}_{strat}/\textrm{IC}_{rqmc}$)"<<R"(\\ \hline)"<<std::endl; - fs.precision(2); + fs.precision(3); int N = 1000000; for (int i=0; i< 3; i++) { - double ic_strat16 = 1.95996*sqrt(data1[i][2]/(double) N); - fs<<"16"<<" & "<< (int) (data1[i][0]) << scientific <<"$"<< data1[i][1] <<" & "<<data2[i][0]<<" & "<<ic_srat16<<" & "<<data2[i][2]/2<<" & "<<fixed<<ic_strat16/(data2[i][2]/2)<<std::endl; + double ic_strat = 1.95996*sqrt(data1[i][2]/(double) N); + fs<<"16"<<" & "<< (int) (data1[i][0]) <<"&"<< data1[i][1] <<" & "<<data2[i][0]<<" & "<< scientific <<ic_strat<<" & "<<data2[i][2]/2<<" & "<<fixed<<ic_strat/(data2[i][2]/2)<<R"(\\)"<<std::endl; + fs<<R"(\hline)"<<endl; } for (int i=0; i< 3; i++) { - double ic_strat64 = 1.95996*sqrt(data3[i][2]/(double) N); - fs<<"64"<<" & "<< (int) (data3[i][0]) << scientific <<"$"<< data3[i][1] <<" & "<<data4[i][0]<<" & "<<ic_srat64<<" & "<<data4[i][2]/2<<" & "<<fixed<<ic_strat64/(data4[i][2]/2)<<R"(\\ \hline)"<<std::endl; + double ic_strat = 1.95996*sqrt(data3[i][2]/(double) N); + fs<<"64"<<" & "<< (int) (data3[i][0]) <<"&"<< data3[i][1] <<" & "<<data4[i][0]<<" & "<< scientific <<ic_strat<<" & "<<data4[i][2]/2<<" & "<<fixed<<ic_strat/(data4[i][2]/2)<<R"(\\)"<<std::endl; + fs<<R"(\hline)"<<endl; } fs<<R"(\end{tabular})"<<std::endl; fs.close(); @@ -177,7 +175,7 @@ int main() //~ make_table1(data1, data2); vector< vector<double> > data1 = exemple2_stratified(16); - vector< vector<double> > data2 = exemple2_rqmc(16); + vector< vector<double> > data2 = exemple2_rqmc(16); vector< vector<double> > data3 = exemple2_stratified(64); vector< vector<double> > data4 = exemple2_rqmc(64); make_table2(data1, data2, data3, data4); |