1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
|
#include <vector>
#include <gsl/gsl_rng.h>
#include "rtnorm.hpp"
using namespace std;
template <typename T>
struct var_alea {
typedef T result_type;
var_alea() : value(0) {};
var_alea(T value) : value(value) {};
virtual ~var_alea() {};
virtual T operator()() = 0;
T current() const { return value; };
protected:
T value;
};
typedef var_alea<double> var_alea_real;
struct gaussian_truncated : public var_alea_real
{
gaussian_truncated(double a, double b, double mean=0, double sigma=1)
:a(a), b(b), mean(mean), sigma(sigma) {
const gsl_rng_type* type = gsl_rng_default;
gen = gsl_rng_alloc(type);
};
double operator()() {
pair<double, double> p = rtnorm(gen, a, b, mean, sigma);
return value = p.first;
};
~gaussian_truncated() { gsl_rng_free(gen); }
private:
double mean, sigma, a, b;
gsl_rng *gen;
};
template <typename Gen>
struct stratified_sampling {
stratified_sampling(vector<double> p, vector<Gen> gen)
:p(p), gen(gen) {};
void update(int N);
//vector<double> get_mean();
//double estimator();
private:
vector<double> p;
vector<int> M;
vector<double> sigma;
vector<Gen> gen;
};
|
