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-rw-r--r--src/stratified_sampling.hpp9
1 files changed, 5 insertions, 4 deletions
diff --git a/src/stratified_sampling.hpp b/src/stratified_sampling.hpp
index 7573ef2..c04369e 100644
--- a/src/stratified_sampling.hpp
+++ b/src/stratified_sampling.hpp
@@ -141,8 +141,9 @@ void stratified_sampling<L>::draw(int N) {
m=0;
s=0;
for(int j=0;j<M[i];j++){
- m=m+X[i]();
- s=s+X[i].current()*X[i].current();
+ double temp = X[i]();
+ m=m+temp;
+ s=s+temp*temp;
}
oldmean=mean[i];
mean[i]=(mean[i]*cumM[i]+m)/(cumM[i]+M[i]);
@@ -192,8 +193,8 @@ pair<double,double> stratified_sampling<L>::estimator() const {
struct f_mu : public std::unary_function<std::vector<double>, double>
{
f_mu(std::vector<double> mu, asian_option A) : mu(mu), A(A){
- double norm_mu = 0;
- for(int i=0; i<16; i++) {
+ norm_mu = 0;
+ for(unsigned int i=0; i<mu.size(); i++) {
norm_mu += mu[i]*mu[i];
}
};