From 95ee7fca4b4a30cc8e381b09c963b94512630521 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Mon, 11 Apr 2016 14:17:21 +0000
Subject: début nettoyage et description dans README
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---
 src/option.cpp      |  3 ---
 src/option.hpp      |  2 --
 src/rqmc.cpp        | 30 ------------------------------
 src/test.cpp        | 26 --------------------------
 src/test_rtnorm.cpp | 45 ---------------------------------------------
 5 files changed, 106 deletions(-)
 delete mode 100644 src/test.cpp
 delete mode 100644 src/test_rtnorm.cpp

(limited to 'src')

diff --git a/src/option.cpp b/src/option.cpp
index b8c2799..918e735 100644
--- a/src/option.cpp
+++ b/src/option.cpp
@@ -5,9 +5,6 @@ double pos (double x){
     return x>0?x:0;
 }
 
-double frac_part(double x){
-    return x - floor(x);
-}
 
 int main(){
     init_alea(1);
diff --git a/src/option.hpp b/src/option.hpp
index d104bd6..1a3733c 100644
--- a/src/option.hpp
+++ b/src/option.hpp
@@ -1,7 +1,5 @@
 #include "rqmc.hpp"
 
-double frac_part(double x);
-
 double pos (double x);
 
 struct asian_option : public std::unary_function<std::vector<double>, double>
diff --git a/src/rqmc.cpp b/src/rqmc.cpp
index 7109d82..4c804e1 100644
--- a/src/rqmc.cpp
+++ b/src/rqmc.cpp
@@ -6,33 +6,3 @@ double frac_part(double x){
 }
 
 
-double mean_rqmc(int N, double X) {
-    sobol s(1);
-    double sum = 0;
-    for(int i=0; i<N; i++){
-        sum +=gsl_cdf_gaussian_Pinv (frac_part(X+s()[0]), 1);
-    }
-    return sum/N;
-}
-
-//~ int main() {
-    //~ init_alea(0);
-    //~ int I=100;
-    //~ int N= 10000;
-    //~ uniform U;
-    //~ double m = 0;
-    //~ double s = 0;
-    //~ double temp;
-    
-    //~ for(int i=0;i<I;i++){
-        //~ temp = mean_rqmc(N,U());
-        //~ m+=temp;
-        //~ s+=temp*temp;
-    //~ }
-    //~ m = m/I;
-    //~ s = s/I - m*m;
-    
-    //~ std::cout<<"espérance "<<m<<" taille de l'IC "<<sqrt(s)*1.96/10<<std::endl;
-
-    //~ return 0;
-//~ }
diff --git a/src/test.cpp b/src/test.cpp
deleted file mode 100644
index 3578c87..0000000
--- a/src/test.cpp
+++ /dev/null
@@ -1,26 +0,0 @@
-#include <iostream>
-#include "var_alea.hpp"
-
-int main() {
-	init_alea();
-
-	uniform U(0,1);
-	std::cout << U() << std::endl;
-	
-	expo E(1);
-	std::cout << E() << std::endl;
-	
-	gaussian G(0,1);
-	std::cout << G() << std::endl;
-	
-	chi_deux X(1);
-	std::cout << X() << std::endl;
-	
-	inverse_gaussian Y(0.5,1);
-	std::cout << Y() << std::endl;
-	
-	normal_inverse_gaussian Z(0.8,0.1,0,2);
-	std::cout << Z() << std::endl;
-
-	return 0;
-};
diff --git a/src/test_rtnorm.cpp b/src/test_rtnorm.cpp
deleted file mode 100644
index 48ce933..0000000
--- a/src/test_rtnorm.cpp
+++ /dev/null
@@ -1,45 +0,0 @@
-//  Example for using rtnorm
-//  
-//  Copyright (C) 2012 Guillaume Dollé, Vincent Mazet (LSIIT, CNRS/Université de Strasbourg)
-//  Licence: GNU General Public License Version 2
-//  see http://www.gnu.org/licenses/old-licenses/gpl-2.0.txt
-//
-//  Depends: LibGSL
-//  OS: Unix based system
-
-
-#include <iostream>
-#include <gsl/gsl_rng.h>
-
-#include "rtnorm.hpp"
-
-
-int main()
-{
-  double a = 1;                 // Left bound
-  double b = 9;                 // Right bound
-  double mu = 2;                // Mean
-  double sigma = 3;             // Standard deviation
-  std::pair<double, double> s;  // Output argument of rtnorm
-  int K = 1e5;                  // Number of random variables to generate
-
-  //--- GSL random init ---
-  gsl_rng_env_setup();                          // Read variable environnement
-  const gsl_rng_type* type = gsl_rng_default;   // Default algorithm 'twister'
-  gsl_rng *gen = gsl_rng_alloc (type);          // Rand generator allocation
-
-  //--- generate and display the random numbers ---
-  //std::cout<<"# x p(x)"<<std::endl;
-    std::cout<<a<<" "<<b<<std::endl;
-    std::cout<<mu<<" "<<sigma<<std::endl;
-  for(int k=0; k<K; k++)
-  {
-    s = rtnorm(gen,a,b,mu,sigma);
-    std::cout<<s.first<<" "<<s.second<<std::endl;
-  }
-
-  gsl_rng_free(gen);                            // GSL rand generator deallocation
-
-  return 0;
-}
-
-- 
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