Monte Carlo.cpp

void mc(double r, double** samples){
    cout << "Monte Carlo simulation" << endl ;
    using namespace boost::math;
    
    double sample_inside=0;
    cout << "sizeof(sample_count)=" << sizeof(samples) << endl ;
    for(int i=0;i<sample_count;i++){
        double x = samples[i][0];
        double y = samples[i][1];
        
        if(check(x,y,r)){
            sample_inside++;
            mc_stream << "set obj "<<  10+i<< " circle at " << x << " ," << y << "  size .001 fc rgb \"blue\" \n" << endl ;
        }else{
            mc_stream << "set obj "<<  10+i<< " circle at " << x << " ," << y << "  size .001 fc rgb \"red\" \n" << endl ;
        }
        
    }
    cout << " samples=" << sample_inside << " " << sample_count << endl ;
    //computing the confidence interval
    double area = (double)sample_inside / (double)sample_count ;
    double deviation = sqrt( area * (1-area));
    double alpha = 0.05;
    //students_t dist(deviation-1);
    //double T = quantile( complement( dist, alpha/ 2));
    double T = 1.96; //corresponds with 95% confidence interval
    cout << "T=" << T << endl ;
    double w = T * sqrt(deviation / (double)sample_count) ;
    //double w = T*deviation / sqrt(double(deviation));
    cout << "w=" << w << endl ;
    cout << "confidence interval= [" << area - w << " , " << area + w << " ] " << endl ;
    
    cout << "estimated area = " << area << endl ;
}