From 6b07d76c512c5450ce34fd6f2f8483c395a24ea2 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Tue, 16 Feb 2016 22:01:28 +0000
Subject: meilleur encapsulage pour asian quasi_option

---
 rqmc.cpp | 37 +++++++++++++++++++------------------
 1 file changed, 19 insertions(+), 18 deletions(-)

(limited to 'rqmc.cpp')

diff --git a/rqmc.cpp b/rqmc.cpp
index bca3c77..7109d82 100644
--- a/rqmc.cpp
+++ b/rqmc.cpp
@@ -5,6 +5,7 @@ double frac_part(double x){
     return x - floor(x);
 }
 
+
 double mean_rqmc(int N, double X) {
     sobol s(1);
     double sum = 0;
@@ -14,24 +15,24 @@ double mean_rqmc(int N, double X) {
     return sum/N;
 }
 
-int main() {
-    init_alea(0);
-    int I=100;
-    int N= 10000;
-    uniform U;
-    double m = 0;
-    double s = 0;
-    double temp;
+//~ 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;
+    //~ 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;
+    //~ std::cout<<"espérance "<<m<<" taille de l'IC "<<sqrt(s)*1.96/10<<std::endl;
 
-    return 0;
-}
+    //~ return 0;
+//~ }
-- 
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