c++ code to generate various distribution data sets to run models agains
The code takes in inputs for various distributions and generates a set of data then outputs it to csv and gnu plot commands. This is using the boost math and random libs to generate the data.
Here is information for useage:
Distribution Types, 'parameters'
Gaussian-G, 'mean' 'sigma'
Exponential-E, 'rate'
ChiSquared-C, 'degrees of freedom'
LogNormal-L, 'mean' 'sigma'
Example Gaussian with 100 point generated with mean of 5 and sigma of 2, output file name example
G 100 5 2 example
Enter 'Q' to quit
A lot of this code is taken or addapted from the book "Practical C++ Financial Programming" by Carlos Oliveira, Apress, 2015. For more information, visit http://coliveira.net