#include <iostream>
#include <gsl/gsl_rng.h>
#include <vector>
#include <gsl/gsl_cdf.h>
#include <gsl/gsl_math.h>
#include "stratified_sampling.hpp"
#include <cmath>
#include <algorithm>
#include "opti.hpp"

using namespace std;
//--génération quantiles--
vector<double> quantile_norm(int n, double sigma){
    vector<double> q(n);
    for (int i=0; i<n; i++) {
        q[i] = gsl_cdf_gaussian_Pinv ((double)(i+1)/n, sigma);
    }
    return q;
}

void exemple1() {
gsl_rng_env_setup();
vector<double> q = quantile_norm(10, 1);
vector<double> p(10, 0.1);
vector<gaussian_truncated> 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<gaussian_truncated> S(p,rvar);
S.draw(100);
double x = 1.64*S.estimator().second;
    cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
    cout<<"Son intervalle de confiance à 95% est :"<<"["<<S.estimator().first-(x/10)<<" ,"<<S.estimator().first+(x/10)<<"]"<<endl;
S.draw(1000);
x = 1.64*S.estimator().second;
    cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
    cout<<"Son intervalle de confiance à 95% est :"<<"["<<S.estimator().first-(x/sqrt(1100))<<" ,"<<S.estimator().first+(x/sqrt(1100))<<"]"<<endl;
    S.draw(10000);
    x = 1.64*S.estimator().second;
    cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
    cout<<"Son intervalle de confiance à 95% est :"<<"["<<S.estimator().first-(x/sqrt(11100))<<" ,"<<S.estimator().first+(x/sqrt(11100))<<"]"<<endl;
    
};


 void exemple2 (){
     int d= 16;
     std::vector<double> mu(d);
     mu = argmax(0.05, 1.0, 50, 0.1, 45, d);
     double norm_mu = 0;
     std::vector<double> u(d);
     for(int i=0; i<d; i++) {
         norm_mu += mu[i]*mu[i];
     }
     for(int i=0; i<d; i++) {
         u[i] = mu[i]/sqrt(norm_mu);
     }
     vector<double> q = quantile_norm(100, 1);
     vector<double> p(100, 0.01);
     asian_option A(0.05, 1.0, 50, 0.1, d, 45);
     f_mu G(mu,A);
     multi_gaussian_truncated MG(q[50],q[51], u);
     for(int i=0; i<10; i++){
        std::cout<<G(MG())<<std::endl;
    }
}


int main()
{   
    
    exemple2();
        
    return 0; 
}