mc_forecast 0.1.0

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data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2023 Daan van Vugt
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# mc_forecast
+
+[![Gem Version](https://img.shields.io/gem/v/mc_forecast)](https://rubygems.org/gems/mc_forecast)
+[![Gem Downloads](https://img.shields.io/gem/dt/mc_forecast)](https://www.ruby-toolbox.com/projects/mc_forecast)
+[![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)
+[![Code Climate maintainability](https://img.shields.io/codeclimate/maintainability/DaanVanVugt/ruby-mc)](https://codeclimate.com/github/DaanVanVugt/ruby-mc)
+
+TODO: Description of this gem goes here.
+
+---
+
+- [Quick start](#quick-start)
+- [Support](#support)
+- [License](#license)
+- [Code of conduct](#code-of-conduct)
+- [Contribution guide](#contribution-guide)
+
+## Quick start
+
+```
+gem install mc_forecast
+```
+
+```ruby
+require "mc_forecast"
+```
+
+## Support
+
+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!
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](LICENSE.txt).
+
+## Code of conduct
+
+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).
+
+## Contribution guide
+
+Pull requests are welcome!

data/lib/mc_forecast/simulation.rb

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+module McForecast
+  class Simulation
+    def run(init_state: nil, trials: 1_000, steps: 1, quantiles: [0.025, 0.975])
+      events = {}
+      (0..trials - 1).each do |trial|
+        state = init_state.dup # this is not a deepcopy!
+        (0..steps - 1).each do |step|
+          state, e = yield state, step, trial
+          e.each_pair do |k, v|
+            # We explicitly store all the events, because we expect the block
+            # to be relatively expensive this will not be so bad.
+            # could replace with a quantile estimator like CKMS later
+            events[k] ||= Array.new(steps) { Array.new(trials) }
+            events[k][step][trial] = v
+          end
+        end
+      end
+      analyze(events, quantiles)
+    end
+
+    private
+
+    # Return an analysis of the events, containing:
+    # { event_name:
+    #   { mean: [...], # per step
+    #     quantiles:
+    #      { 0.025: [...],
+    #        0.975: [...]
+    # }}}
+    def analyze(events, quantiles)
+      events.transform_values do |steps| # array(steps) of arrays(trials)
+        {
+          mean: steps.map { |trials| Rational(trials.sum || 0, trials.length) },
+          quantiles: Array.new(steps.length)
+        }
+
+        require 'byebug'
+        puts(steps.map do |trials|
+          [quantiles, trials.sort.values_at(*quantile_indices(trials.length, quantiles))]
+        end)
+      end
+    end
+
+    def quantile_indices(n_trials, quantiles)
+      quantiles.map do |q|
+        (q * (n_trials - 1)).round.to_i.clamp(0, n_trials - 1)
+      end
+    end
+  end
+end

data/lib/mc_forecast/version.rb

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+module McForecast
+  VERSION = "0.1.0".freeze
+end

data/lib/mc_forecast.rb

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+require "mc_forecast/simulation"
+
+module McForecast
+  autoload :VERSION, "mc_forecast/version"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: mc_forecast
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Daan van Vugt
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2023-12-08 00:00:00.000000000 Z
+dependencies: []
+description: 
+email:
+- dvanvugt@ignitioncomputing.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- LICENSE.txt
+- README.md
+- lib/mc_forecast.rb
+- lib/mc_forecast/simulation.rb
+- lib/mc_forecast/version.rb
+homepage: https://github.com/DaanVanVugt/ruby-mc
+licenses:
+- MIT
+metadata:
+  bug_tracker_uri: https://github.com/DaanVanVugt/ruby-mc/issues
+  changelog_uri: https://github.com/DaanVanVugt/ruby-mc/releases
+  source_code_uri: https://github.com/DaanVanVugt/ruby-mc
+  homepage_uri: https://github.com/DaanVanVugt/ruby-mc
+  rubygems_mfa_required: 'true'
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '3.0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.4.10
+signing_key: 
+specification_version: 4
+summary: Forecast processes using monte-carlo simulation
+test_files: []