mc_forecast 0.1.0 → 0.1.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- 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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data.tar.gz: 161aca02d0cb2ded0c143908ee9d4747078bd73888974d026b08d8039ccb117a
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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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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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# }}}
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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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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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--- !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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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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