diff options
Diffstat (limited to 'stratified_sampling.cpp')
| -rw-r--r-- | stratified_sampling.cpp | 39 |
1 files changed, 16 insertions, 23 deletions
diff --git a/stratified_sampling.cpp b/stratified_sampling.cpp index 4703aba..af716bc 100644 --- a/stratified_sampling.cpp +++ b/stratified_sampling.cpp @@ -4,13 +4,9 @@ #include "rtnorm.hpp" #include <gsl/gsl_cdf.h> #include <gsl/gsl_math.h> -#define LOW_DISCREPANCY_HPP + #include <cmath> -#include <climits> -#include <list> #include <algorithm> -#include <numeric> - //--génération quantiles-- std::vector<double> quantile_norm(int n, double sigma){ @@ -45,32 +41,29 @@ std::pair<double, double> mean_var( std::vector<double> r){ //actualisation du nombre de tirages à faire par strates std::vector<int> update_sampling (std::vector<double> p, std::vector<double> sigma, int n) { - std::vector<int> r; // notre vecteur final à retourner - std::vector<double> m; //le vecteur des Mi idéals - int s = p.size(); - if (sigma.empty()) { - for (int i = 0; i<s ; i++) { - m.push_back(double(n)*p[i]); + int I = p.size(); + std::vector<int> M(I, 1); // notre vecteur final à retourner + std::vector<double> m(I, 0); //le vecteur des m_i idéals + + if (sigma.empty()) { + for (int i=0; i<I; i++) { + m[i] = (Nk-I)*p[i]; } } else { double scal = std::inner_product(p.begin(), p.end(), sigma.begin(), (double) 0); - for (int i=0; i<s; i++) { - double v = p[i]*sigma[i]/scal; - m.push_back(v*n); + for (int i=0; i < I; i++) { + m[i] = (Nk-I)*p[i]*sigma[i]/scal; std::cout<<m[i]<<std::endl; } } - r.push_back((int)(m[0])); - double v1 = 0; - for (int i=1; i<s-1; i++){ - for (int j=0; j<i; j++) { - v1=v1+m[j]; - } - r.push_back((int)v1 - (int)(v1-m[i])); + M[0]+=floor(m[0]); + double current = m[0]; + for (int i=1; i<I; i++){ + M[i] += floor(current+m[i]) - floor(current); + current += m[i]; } - r.push_back(n - std::accumulate( r.begin(), r.end(), 0 )); - return r; + return M; } |