1 files changed, 38 insertions, 0 deletions
diff --git a/src/rqmc.cpp b/src/rqmc.cpp
new file mode 100644
index 0000000..7109d82
--- /dev/null
+++ b/src/rqmc.cpp
@@ -0,0 +1,38 @@
+#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;
+//~ }