From bb87c9576a735fe9827db0d27d180b47f9884161 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Tue, 12 Apr 2016 16:58:43 +0000
Subject: suite nettoyage, écriture exemple normale rqmc, transformation de la
 fonction monte_carlo en quasi_mean
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---
 src/projet.cpp | 51 ++++++++++++++++++++++++++++++++++++++++-----------
 1 file changed, 40 insertions(+), 11 deletions(-)

(limited to 'src/projet.cpp')

diff --git a/src/projet.cpp b/src/projet.cpp
index 980ef98..57f6b91 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -9,8 +9,7 @@
 
 using namespace std;
 
-
-void exemple1() {
+void exemple1_stratified() {
     vector<double> q = quantile_norm(10, 1);
     vector<double> p(10, 0.1);
     vector<gaussian_truncated> rvar;
@@ -35,7 +34,7 @@ void exemple1() {
 };
 
 
- void exemple2 (){
+ void exemple2_stratified (){
      int d= 16;
      std::vector<double> mu(d);
      mu = argmax(0.05, 1.0, 50, 0.1, 45, d);
@@ -62,18 +61,48 @@ void exemple1() {
      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;
-    //~ }
 }
 
+void exemple2_rqmc() {
+    asian_option A(0.05, 1.0, 50.0, 0.1, 16, 45);
+    int N= 10000;
+    
+    int d =16; 
+
+    
+    std::vector<double> result(3);
+    result = quasi_mean(100, quasi_option<asian_option, sobol> (N, d, A));
+    for(int i =0; i<3; i++){
+        std::cout<<result[i]<<std::endl;
+    }
+    
+    std::vector<double> result2(3);
+    result2 = quasi_mean(100, quasi_option<asian_option, halton> (N, d, A));
+    for(int i =0; i<3; i++){
+        std::cout<<result2[i]<<std::endl;
+    }
+};
+
+struct first:public std::unary_function<std::vector<double>, double>
+{ double operator()(std::vector<double> X){return X[0];}
+};
+
+void exemple1_rqmc(){
+    int N = 100;
+    first f; //comme quasi_gaussian retourne un vecteur, on doit composer avec f pour avoir le double QG()[0]
+    std::vector<double> result(3);
+    result = quasi_mean (100,quasi_option<struct first, sobol> (N, 1, f));
+    for(int i =0; i<3; i++){
+        std::cout<<result[i]<<std::endl;
+    }
+};
 
 int main()
 {   
     init_alea(1);
-    exemple1();
-    //exemple2();
-        
-    return 0; 
+    //exemple2_rqmc();
+    //exemple1_stratified();
+    exemple1_rqmc();  
+    return 0;
+    
 }
-- 
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