diff options
Diffstat (limited to 'stratified_sampling.cpp')
| -rw-r--r-- | stratified_sampling.cpp | 28 |
1 files changed, 28 insertions, 0 deletions
diff --git a/stratified_sampling.cpp b/stratified_sampling.cpp new file mode 100644 index 0000000..1ba7360 --- /dev/null +++ b/stratified_sampling.cpp @@ -0,0 +1,28 @@ +#include <iostream> +#include <gsl/gsl_rng.h> + +#include "rtnorm.hpp" +#include <gsl/gsl_cdf.h> + + + +//--génération quantiles-- +std::vector<double> quantile_norm(int n, double sigma){ + vector<double> quantile_norm(n); + for (int i=0, i<n, i++) { + quantile_norm[i]=gsl_cdf_gaussian_Pinv (i/n, sigma); + } + return quantile_norm; +} + +int main() +{ + //--- GSL random init --- + gsl_rng_env_setup(); // Read variable environnement + const gsl_rng_type* type = gsl_rng_default; // Default algorithm 'twister' + gsl_rng *gen = gsl_rng_alloc (type); // Rand generator allocation + + + return 0; +} + |
