Click here to Skip to main content
Rate this: bad
good
Please Sign up or sign in to vote.
See more: C++ C C#
Hi,
 
I am rewriting an application in C/C++/C# that was written in Excel/VBA using Oracle's Crystal Ball to generate random numbers for various probability distributions, run Monte carlo simulations and then output the results which includes Sensitivity Analysis. I have found various libraries to generate the input data for the Monte Carlo simulations, I can then write code to run all the trials. Does anyone know of a good bit of code to do sensitivity Analysis? Infact does anyone know of some which does the whole lot as at the moment it seems like I'm going to be piecing together a lot of code from different libraries as I can't find a lib that has random number generators for all the probability distributions (poisson, binomial, gaussian, max extreme, log normal, triangular)
 
Many thanks for reading this Smile | :)
Posted 28-Jan-13 7:16am
Edited 28-Jan-13 7:38am
v3
Comments
zaphoed at 1-Feb-13 14:55pm
   
did you have a look at boosts random library? you can find it here:
http://www.boost.org/doc/libs/1_52_0/doc/html/boost_random.html
Jackie Lloyd at 1-Feb-13 15:31pm
   
I have just had a look. I'm not familiar with Boost so no I hadn't found that - it looks to have all the probability distributions I need, thank you very much!

This content, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)

  Print Answers RSS
0 OriginalGriff 480
1 Maciej Los 330
2 Richard MacCutchan 225
3 BillWoodruff 185
4 Suraj Sahoo | Coding Passion 155
0 OriginalGriff 8,759
1 Sergey Alexandrovich Kryukov 7,407
2 DamithSL 5,639
3 Maciej Los 5,269
4 Manas Bhardwaj 4,986


Advertise | Privacy | Mobile
Web04 | 2.8.1411028.1 | Last Updated 28 Jan 2013
Copyright © CodeProject, 1999-2014
All Rights Reserved. Terms of Service
Layout: fixed | fluid

CodeProject, 503-250 Ferrand Drive Toronto Ontario, M3C 3G8 Canada +1 416-849-8900 x 100