From e21e4882c9755a4b8e8194a79ecf5702fc935248 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Fri, 26 Feb 2016 15:17:01 +0000
Subject: on utilise plus .current et on améliore exemple 2
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/main.cpp | 19 +++++++++++++++----
 1 file changed, 15 insertions(+), 4 deletions(-)

(limited to 'src/main.cpp')

diff --git a/src/main.cpp b/src/main.cpp
index 88f3737..fb6df08 100644
--- a/src/main.cpp
+++ b/src/main.cpp
@@ -60,10 +60,21 @@ x = 1.64*S.estimator().second;
      vector<double> p(100, 0.01);
      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++){
-        std::cout<<G(MG())<<std::endl;
-    }
+     std::vector<compose_t <f_mu, multi_gaussian_truncated> > X;
+     X.push_back(compose(G, multi_gaussian_truncated(GSL_NEGINF,q[0], u)));
+     for(int i=1; i<100; i++) {
+         X.push_back(compose(G, multi_gaussian_truncated(q[i-1],q[i], u)));
+     }
+     for(int i=0; i<100; i=i+10){
+         std::cout<<X[i]()<<endl;
+     }
+     stratified_sampling<compose_t <f_mu, multi_gaussian_truncated> > S(p, X);
+     S.draw(1000);
+     cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
+     //~ compose_t <f_mu, multi_gaussian_truncated> X = compose(G,MG);
+     //~ for(int i=0; i<10; i++){
+        //~ std::cout<<X()<<std::endl;
+    //~ }
 }
 
 
-- 
cgit v1.2.3-70-g09d2