From 4909d262ba578dc71b7431bd3f3c2ef9b3132384 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Fri, 26 Feb 2016 14:48:54 +0000
Subject: debbugage de main

---
 src/main.cpp | 15 +++++++++------
 1 file changed, 9 insertions(+), 6 deletions(-)

(limited to 'src/main.cpp')

diff --git a/src/main.cpp b/src/main.cpp
index 561b8c2..88f3737 100644
--- a/src/main.cpp
+++ b/src/main.cpp
@@ -45,17 +45,20 @@ x = 1.64*S.estimator().second;
 
 
  void exemple2 (){
-     std::vector<double> mu(16);
-     mu = argmax(0.05, 1.0, 50, 0.1, 45, 16);
+     int d= 16;
+     std::vector<double> mu(d);
+     mu = argmax(0.05, 1.0, 50, 0.1, 45, d);
      double norm_mu = 0;
-     std::vector<double> u(16);
-     for(int i=0; i<16; i++) {
+     std::vector<double> u(d);
+     for(int i=0; i<d; i++) {
          norm_mu += mu[i]*mu[i];
-         u[i] = mu[i]/norm_mu;
+     }
+     for(int i=0; i<d; i++) {
+         u[i] = mu[i]/sqrt(norm_mu);
      }
      vector<double> q = quantile_norm(100, 1);
      vector<double> p(100, 0.01);
-     asian_option A(0.05, 1.0, 50, 0.1, 45, 16);
+     asian_option A(0.05, 1.0, 50, 0.1, d, 45);
      f_mu G(mu,A);
      multi_gaussian_truncated MG(q[50],q[51], u);
      for(int i=0; i<10; i++){
-- 
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