#include #include #include #include #include #include "stratified_sampling.hpp" #include #include using namespace std; //--génération quantiles-- vector quantile_norm(int n, double sigma){ vector q(n); for (int i=0; i q = quantile_norm(10, 1); vector p(10, 0.1); vector rvar; rvar.push_back(gaussian_truncated(GSL_NEGINF, q[0],0,1,0)); for (int i=1; i<10; i++){ rvar.push_back(gaussian_truncated(q[i-1], q[i],0,1,i)); }; stratified_sampling S(p,rvar); S.draw(100); double x = 1.64*S.estimator().second; cout<<"l'estimateur de la moyenne est :"< u {sqrt(0.2), sqrt(0.2), sqrt(0.2), sqrt(0.2), sqrt(0.2)}; multi_gaussian_truncated G(0, 2, u); std::vector r(5); r = G(); for (int i=0; i<5; i++){ std::cout<