mc_forecast 0.1.0 → 0.1.1
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- checksums.yaml +4 -4
- data/README.md +12 -1
- data/lib/mc_forecast/simulation.rb +14 -7
- data/lib/mc_forecast/version.rb +1 -1
- metadata +16 -2
checksums.yaml
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---
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SHA256:
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metadata.gz:
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metadata.gz: 387e653e97a687f2ab7618e2612c38fae72ddb5bc87485b44998005cab548d3d
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data.tar.gz: 161aca02d0cb2ded0c143908ee9d4747078bd73888974d026b08d8039ccb117a
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SHA512:
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metadata.gz:
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metadata.gz: f075afc3d8b5c2c234c50fc2b58ea66da44a6bb6cfbc3058982c6a131aa374576b1ec7c953bb1b21f81c0cddba46233be67c8fddc09887049f060db37f903848
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data.tar.gz: c0e17a7551d1ba892b7d372e1a1424eda9b8ee3231b68420e6a03e773cde672d6fad125529f99e72d7a1c810aed6b30b6a6ac4e12ebbfa9adfb06a96b8174454
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data/README.md
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[](https://github.com/DaanVanVugt/ruby-mc/actions/workflows/ci.yml)
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[](https://codeclimate.com/github/DaanVanVugt/ruby-mc)
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-
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Use Monte-Carlo methods for business forecasting. Define transition methods (for example a month-based one) and keep track of events you are interested in. Automatically generates a 95% confidence interval and mean values.
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---
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@@ -23,6 +23,17 @@ gem install mc_forecast
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```ruby
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require "mc_forecast"
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# all arguments optional
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e = McForecast::Simulation.new.run(init_state: nil, steps: 1, trials: 1_000) do |_state, _step, _trial|
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events = {}
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events[:coin] = rand > 0.5 ? 1 : 0
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# block should return a new state and a hash of events
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[nil, events]
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end
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# e[:coin][:mean][0] ~ 0.5
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# e[:coin][:quantiles][0.025][0] ~ 0
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# e[:coin][:quantiles][0.975][0] ~ 1
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```
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## Support
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require "deep_dup"
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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
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state = DeepDup.deep_dup(init_state)
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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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@@ -29,15 +31,20 @@ module McForecast
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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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a = if quantiles.any?
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# only need to sort if we request answers on any quantiles
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steps.map do |trials|
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# could avoid sorting with some creativity, but probably fine for our data lengths so far
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trials.sort.values_at(*quantile_indices(trials.length, quantiles))
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end.transpose # a[step][]
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else
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[]
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end
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{
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mean: steps.map { |trials| Rational(trials.sum || 0, trials.length) },
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quantiles:
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quantiles: quantiles.zip(a).to_h
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}
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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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data/lib/mc_forecast/version.rb
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metadata
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@@ -1,7 +1,7 @@
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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.
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version: 0.1.1
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platform: ruby
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authors:
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- Daan van Vugt
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@@ -9,7 +9,21 @@ 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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dependencies:
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- !ruby/object:Gem::Dependency
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name: deep_dup
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requirement: !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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type: :runtime
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prerelease: false
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version_requirements: !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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description:
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email:
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- dvanvugt@ignitioncomputing.com
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