# 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.

Many thanks and kind regards,

Mustafa

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

Om arbejdsgiveren:
( 10 bedømmelser ) Muelheim, Germany

Projekt-ID: #4111481

## Tildelt til:

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 pÃ¥ 1 dag
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6.0
msabouri

\$100 USD in 2 dage
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4.4
nani01029x

\$120 USD in 4 dage
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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
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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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