main.cpp


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

//--génération quantiles--
std::vector<double> quantile_norm(int n, double sigma){
  std::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();
  std::vector<double> q;
  q = quantile_norm(10, 1);
  vector<double> p(10, 0.1);
  vector<gaussian_truncated> gen;
  gen.push_back(gaussian_truncated(GSL_NEGINF,q[0]));
  for (int i=1; i<10; i++){
    gen.push_back(gaussian_truncated(q[i-1],q[i]));
  }
  stratified_sampling<gaussian_truncated> S(p, gen);
  //S.update(1000);
  return 0;
}