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C++ project

Hi,

I need to generate distributions based on random numbers and calculate percentiles. The only difficulty is the application of the matrix multiplication (it is only 50x50 matrix multiplied with a 1x50 matrix).

Step 1: Read input parameters (two input parameters for 50 variables and 50x50 correlation matrix) and compute the Cholesky matrix (code is given but also easily available)

Step 2: Generate rand number from univariate distributions using the Mersene Twister algorithm (the VBA code is provided - C++ code is freely avaible only)

Step 3: Transform these to normally distributed variables

Step 4: Matrix multiply these with a given correlation matrix to obtain correlated numbers

Step 5: Re-transform these into probability space between zero and one (again the C++ code is easily available online)

Step 6: Use this numbers within the normal distribution model (it is the most well known distribution) based on the input parameters

Step 7: Read the percentiles from the rows/columns

I have done C++ in the past but am quite rusty. That is why I need help.

Attached is the Excel prototype explaining the details.

Looking forward to your answer.

Many thanks and kind regards,

Mustafa

Færdigheder: C++ Programmering, Excel, Matematik, Microsoft, Statistikker

Se mere: statistics algorithm, space twister, random distributions, probability help, need help statistics, code vba online, algorithm statistics, prototype model, excel vba help, excel 2013 vba, probability statistics, mustafa, correlation, c statistics, c project, application statistics, excel random number, prototype step, vba online, vba matrix, vba help, generate random number, probability matrix, excel algorithm, project algorithm

Om arbejdsgiveren:
( 10 bedømmelser ) Muelheim, Germany

Projekt-ID: #4111481

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mrshahidlatif

Hey, I can do it

$55 USD in 3 dage
(13 bedømmelser)
4.5

10 freelancere byder i gennemsnit $129 for dette job

samitXI

i am interested and fit your requirement . i am honest, dedicated,self-motivated, result oriented and time bound person. i deliver what you need.

$100 USD på 1 dag
(71 bedømmelser)
6.0
msabouri

I can help You

$100 USD in 2 dage
(22 bedømmelser)
4.4
nani01029x

Let me help you. Please check your pm for more details.

$120 USD in 4 dage
(24 bedømmelser)
4.1
camurtuza5552

Dear Sir..I am qualified IT-Engineer having expertise in c,c++ programming languages..I have excellent grip on matrices, determinants..I can take care of your need..Thank you..

$250 USD in 7 dage
(8 bedømmelser)
3.3
rbtinf

Hello. I can implement faster matrix multiplication as an improvement and calculate the total algorithm complexity. I think the total solution can be solved in Matlab or in Excel. Please consider my bid.

$60 USD in 4 dage
(4 bedømmelser)
3.0
SeeProg

Hi, I am expert in mathematical programming.

$100 USD in 5 dage
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webdevit

C++, php team

$400 USD in 4 dage
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Begemoth

Hello, C++ expert here. See PM please

$30 USD in 3 dage
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newnewyork

Definitely can help.

$75 USD in 3 dage
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