From 8d1cc85eba46cb1e1ebaa4986312562b893734b8 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Thu, 28 Apr 2016 20:49:55 -0400
Subject: try to be more generic

---
 src/projet.cpp | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

(limited to 'src/projet.cpp')

diff --git a/src/projet.cpp b/src/projet.cpp
index 311c5bb..de75fd1 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -48,11 +48,12 @@ vector< vector<double> > exemple1_stratified() {
 
 vector< vector<double> > exemple1_rqmc(){
     int I = 100;
-    vector<int> N = {3, 13, 113, 313}; //les N choisis pour que les NI soient égaux aux N de l'exemple 1 stratified_sampling
+    vector<int> N = {3, 13, 113, 313}; //les N choisis pour que les N*I soient égaux aux N de l'exemple 1 stratified_sampling
     first f; //comme quasi_gaussian retourne un vecteur, on doit composer avec f pour avoir le double QG()[0]
     vector< vector<double> > data (4);
     for(size_t i =0; i<N.size(); i++){
-        data[i] = monte_carlo (I, quasi_mean<struct first, sobol> (N[i], 1, f));
+        quasi_gaussian<sobol> QG(1);
+        data[i] = monte_carlo (I, mean(N[i], compose(f, QG)));
     }
     cout<<"moyenne"<<"\t\t"<<"sigma"<<"\t\t"<<"taille IC"<<endl;
     for(int i =0; i<3; i++){
@@ -112,7 +113,7 @@ vector <vector<double> > exemple2_stratified (int d, bool call = true){
 }
 
 vector< vector<double> > exemple2_rqmc(int d, bool call = true) {
-    int N= 10000;
+    int N = 10000;
     double r = 0.05;
     double T = 1.0;
     double S0 = 50;
@@ -122,7 +123,8 @@ vector< vector<double> > exemple2_rqmc(int d, bool call = true) {
     int I=100;//la taille du vrai Monte-Carlo
     for(int i =0; i<3; i++) {
         asian_option A(r, T, S0, V, K[i], call);
-        data[i] = monte_carlo(I, quasi_mean<asian_option, sobol> (N, d, A));
+        quasi_gaussian<sobol> QG(d);
+        data[i] = monte_carlo(I, mean(N, compose(A, QG)));
     }
     return data;
 };
@@ -170,7 +172,7 @@ int main()
     init_alea(0);
     cout<<"comparaison stratified sampling/RQMC sur l'example 1\n"<<endl;
     make_table1(exemple1_stratified(), exemple1_rqmc());
-    
+
     vector< vector<double> > data1 = exemple2_stratified(16);
     vector< vector<double> > data2 = exemple2_rqmc(16);
     vector< vector<double> > data3 = exemple2_stratified(64);
-- 
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