/*	
	To compute the tail loss probability of model 2 for x = 20000,
	we use two method, Glasserman & Li (GL) and our new method.
	The global variables and main() function should be like this
	to compute the tail loss probability and the corresponding half
	length of the confidence intervals for the methods.
*/
// Global variables
int model = 2;
const int d=21;
const int numbofOblgrs = 1000;

//main() function

int numbofSim = 10000;
x_p = 20000;
GlassLiNumericExampleInit();

printf("model %d\n", model);
printf("x %lf\n", x_p);

solveOptMeanShiftNormalApprox();	
simulateISProbofExceedance(numbofSim);	
simulateProbofExceedanceOuterISInnerReplGeometric(numbofSim);
