rqmc.cpp


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#include "rqmc.hpp"


double frac_part(double x){
    return x - floor(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;
//~ }