main.cpp


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#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>

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;
}

int main()
{
    //--- GSL random init ---
    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.update(100);
    S.draw();
    for(int i=0;i<10;i++){
        cout<<S.get_mean()[i]<<endl;
    }
    S.update(500);
    S.draw();
    for(int i=0;i<10;i++){
        cout<<S.get_mean()[i]<<endl;
    }
    return 0;
}