From 251a9e936345b7b7f7600cec27c420317247ad79 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Thu, 21 Apr 2016 14:20:05 +0200
Subject: table2 suite

---
 src/projet.cpp | 18 ++++++++----------
 1 file changed, 8 insertions(+), 10 deletions(-)

(limited to 'src')

diff --git a/src/projet.cpp b/src/projet.cpp
index 85f56ab..fb86414 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -107,7 +107,6 @@ vector <vector<double> > exemple2_stratified (int d){
         r[1] = S.estimator().first;
         r[2] = S.estimator().second;
         data[i] = r;
-        for(int j=0; j<3; j++){cout<<data[i][j]<<endl;};
     }
     return data;
 }
@@ -125,9 +124,6 @@ vector< vector<double> > exemple2_rqmc(int d) {
         asian_option A(r, T, S0, V, K[i], true);
         data[i] = monte_carlo(I, quasi_mean<asian_option, sobol> (N, d, A));
     }
-    for(int i =0; i<3; i++){
-        std::cout<<data[i][0]<<std::endl;
-    }
     return data;
 };
 
@@ -151,15 +147,17 @@ int make_table2(vector< vector<double> > data1, vector< vector<double> > data2,
     fs<<R"(\begin{tabular}{|r|r|rr|rr|c|})"<<std::endl;
     fs<<R"(\hline)"<<endl;
     fs<<"d"<<" & "<<"K"<<" & "<<R"($\mu_{strat}$)"<<" & "<<R"($\mu_{rqmc}$)"<<" & "<<R"($\textrm{IC}_{strat}$)"<<" & "<<R"($\textrm{IC}_{rqmc}$)"<<" & "<< R"($\textrm{IC}_{strat}/\textrm{IC}_{rqmc}$)"<<R"(\\ \hline)"<<std::endl;
-    fs.precision(2);
+    fs.precision(3);
     int N = 1000000;
     for (int i=0; i< 3; i++) {
-        double ic_strat16 = 1.95996*sqrt(data1[i][2]/(double) N);
-        fs<<"16"<<" & "<< (int) (data1[i][0]) << scientific <<"$"<< data1[i][1] <<" & "<<data2[i][0]<<" & "<<ic_srat16<<" & "<<data2[i][2]/2<<" & "<<fixed<<ic_strat16/(data2[i][2]/2)<<std::endl;
+        double ic_strat = 1.95996*sqrt(data1[i][2]/(double) N);
+        fs<<"16"<<" & "<< (int) (data1[i][0]) <<"&"<< data1[i][1] <<" & "<<data2[i][0]<<" & "<< scientific <<ic_strat<<" & "<<data2[i][2]/2<<" & "<<fixed<<ic_strat/(data2[i][2]/2)<<R"(\\)"<<std::endl;
+        fs<<R"(\hline)"<<endl;
     }
     for (int i=0; i< 3; i++) {
-        double ic_strat64 = 1.95996*sqrt(data3[i][2]/(double) N);
-        fs<<"64"<<" & "<< (int) (data3[i][0]) << scientific <<"$"<< data3[i][1] <<" & "<<data4[i][0]<<" & "<<ic_srat64<<" & "<<data4[i][2]/2<<" & "<<fixed<<ic_strat64/(data4[i][2]/2)<<R"(\\ \hline)"<<std::endl;
+        double ic_strat = 1.95996*sqrt(data3[i][2]/(double) N);
+        fs<<"64"<<" & "<< (int) (data3[i][0]) <<"&"<< data3[i][1] <<" & "<<data4[i][0]<<" & "<< scientific <<ic_strat<<" & "<<data4[i][2]/2<<" & "<<fixed<<ic_strat/(data4[i][2]/2)<<R"(\\)"<<std::endl;
+        fs<<R"(\hline)"<<endl;
     }
     fs<<R"(\end{tabular})"<<std::endl;
     fs.close();
@@ -177,7 +175,7 @@ int main()
     //~ make_table1(data1, data2);
 
     vector< vector<double> > data1 = exemple2_stratified(16);
-    vector< vector<double> > data2 = exemple2_rqmc(16);    
+    vector< vector<double> > data2 = exemple2_rqmc(16); 
     vector< vector<double> > data3 = exemple2_stratified(64);
     vector< vector<double> > data4 = exemple2_rqmc(64); 
     make_table2(data1, data2, data3, data4);
-- 
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