diff options
Diffstat (limited to 'src/rqmc.hpp')
| -rw-r--r-- | src/rqmc.hpp | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/src/rqmc.hpp b/src/rqmc.hpp index 1b33713..03f7e81 100644 --- a/src/rqmc.hpp +++ b/src/rqmc.hpp @@ -56,7 +56,7 @@ mean(int n, VA X){ //Les classes de monte-Carlo template <typename L> -std::vector<double> monte_carlo(int n, L X) +std::vector<double> quasi_mean(int n, L X, double p=0.05) { std::vector<double> result(3,0); double x; @@ -67,14 +67,14 @@ std::vector<double> monte_carlo(int n, L X) } result[0] /= (double) n; result[1] = (result[1] - n*result[0]*result[0])/(double)(n-1); - result[2] = 1.96*sqrt(result[1]/(double) n); + result[2] = gsl_cdf_gaussian_Pinv(1-p/2,1)*sqrt(result[1]/(double) n); return result; }; template <typename L, typename Fct> -std::vector<double> monte_carlo(int n, Fct f, L X) +std::vector<double> quasi_mean(int n, Fct f, L X, double p=0.05) { - return monte_carlo(n, compose(f, X)); + return quasi_mean(n, compose(f, X), p); }; //Les classes de quasi-mean |