mc_forecast 0.1.0
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- checksums.yaml +7 -0
- data/LICENSE.txt +21 -0
- data/README.md +42 -0
- data/lib/mc_forecast/simulation.rb +50 -0
- data/lib/mc_forecast/version.rb +3 -0
- data/lib/mc_forecast.rb +5 -0
- metadata +53 -0
checksums.yaml
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2023 Daan van Vugt
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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data/README.md
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# mc_forecast
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[![Gem Version](https://img.shields.io/gem/v/mc_forecast)](https://rubygems.org/gems/mc_forecast)
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[![Gem Downloads](https://img.shields.io/gem/dt/mc_forecast)](https://www.ruby-toolbox.com/projects/mc_forecast)
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[![GitHub Workflow Status](https://img.shields.io/github/actions/workflow/status/DaanVanVugt/ruby-mc/ci.yml)](https://github.com/DaanVanVugt/ruby-mc/actions/workflows/ci.yml)
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[![Code Climate maintainability](https://img.shields.io/codeclimate/maintainability/DaanVanVugt/ruby-mc)](https://codeclimate.com/github/DaanVanVugt/ruby-mc)
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TODO: Description of this gem goes here.
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---
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- [Quick start](#quick-start)
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- [Support](#support)
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- [License](#license)
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- [Code of conduct](#code-of-conduct)
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- [Contribution guide](#contribution-guide)
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## Quick start
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```
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gem install mc_forecast
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```
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```ruby
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require "mc_forecast"
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```
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## Support
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If you want to report a bug, or have ideas, feedback or questions about the gem, [let me know via GitHub issues](https://github.com/DaanVanVugt/ruby-mc/issues/new) and I will do my best to provide a helpful answer. Happy hacking!
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## License
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The gem is available as open source under the terms of the [MIT License](LICENSE.txt).
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## Code of conduct
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Everyone interacting in this project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](CODE_OF_CONDUCT.md).
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## Contribution guide
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Pull requests are welcome!
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module McForecast
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class Simulation
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def run(init_state: nil, trials: 1_000, steps: 1, quantiles: [0.025, 0.975])
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events = {}
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(0..trials - 1).each do |trial|
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state = init_state.dup # this is not a deepcopy!
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(0..steps - 1).each do |step|
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state, e = yield state, step, trial
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e.each_pair do |k, v|
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# We explicitly store all the events, because we expect the block
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# to be relatively expensive this will not be so bad.
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# could replace with a quantile estimator like CKMS later
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events[k] ||= Array.new(steps) { Array.new(trials) }
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events[k][step][trial] = v
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end
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end
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end
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analyze(events, quantiles)
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end
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private
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# Return an analysis of the events, containing:
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# { event_name:
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# { mean: [...], # per step
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# quantiles:
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# { 0.025: [...],
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# 0.975: [...]
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# }}}
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def analyze(events, quantiles)
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events.transform_values do |steps| # array(steps) of arrays(trials)
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{
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mean: steps.map { |trials| Rational(trials.sum || 0, trials.length) },
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quantiles: Array.new(steps.length)
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}
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require 'byebug'
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puts(steps.map do |trials|
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[quantiles, trials.sort.values_at(*quantile_indices(trials.length, quantiles))]
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end)
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end
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end
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def quantile_indices(n_trials, quantiles)
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quantiles.map do |q|
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(q * (n_trials - 1)).round.to_i.clamp(0, n_trials - 1)
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end
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end
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end
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end
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data/lib/mc_forecast.rb
ADDED
metadata
ADDED
@@ -0,0 +1,53 @@
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--- !ruby/object:Gem::Specification
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name: mc_forecast
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version: !ruby/object:Gem::Version
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version: 0.1.0
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platform: ruby
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authors:
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- Daan van Vugt
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autorequire:
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bindir: exe
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cert_chain: []
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date: 2023-12-08 00:00:00.000000000 Z
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dependencies: []
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description:
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email:
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- dvanvugt@ignitioncomputing.com
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executables: []
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extensions: []
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extra_rdoc_files: []
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files:
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- LICENSE.txt
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- README.md
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- lib/mc_forecast.rb
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- lib/mc_forecast/simulation.rb
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- lib/mc_forecast/version.rb
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homepage: https://github.com/DaanVanVugt/ruby-mc
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licenses:
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- MIT
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metadata:
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bug_tracker_uri: https://github.com/DaanVanVugt/ruby-mc/issues
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changelog_uri: https://github.com/DaanVanVugt/ruby-mc/releases
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source_code_uri: https://github.com/DaanVanVugt/ruby-mc
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homepage_uri: https://github.com/DaanVanVugt/ruby-mc
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rubygems_mfa_required: 'true'
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post_install_message:
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rdoc_options: []
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require_paths:
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- lib
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required_ruby_version: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '3.0'
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required_rubygems_version: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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requirements: []
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rubygems_version: 3.4.10
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signing_key:
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specification_version: 4
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summary: Forecast processes using monte-carlo simulation
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test_files: []
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