mc_forecast 0.1.1 → 0.2.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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data/lib/mc_forecast/simulation.rb

@@ -2,7 +2,7 @@ require "deep_dup"
 
 module McForecast
   class Simulation
-    def run(init_state: nil, trials: 1_000, steps: 1, quantiles: [0.025, 0.975])
+    def run(init_state: nil, trials: 1_000, steps: 1, quantiles: [0.025, 0.16, 0.84, 0.975], ranges: [])
       events = {}
       (0..trials - 1).each do |trial|
         state = DeepDup.deep_dup(init_state)
@@ -17,40 +17,77 @@ module McForecast
           end
         end
       end
-      analyze(events, quantiles)
+      analyze(events, quantiles, ranges)
     end
 
     private
 
     # Return an analysis of the events, containing:
     # { event_name:
-    #   { mean: [...], # per step
+    #   {
+    #     ranges: {
+    #       0..12: { mean: ..., quantiles: { 0.025: ..., 0.975: ... }},
+    #       13..24: { mean: ..., quantiles: { 0.025: ..., 0.975: ... }},
+    #       ...
+    #     },
+    #     sum: { mean: ..., quantiles: { 0.025: ..., 0.975: ... }},
+    #     mean: [...], # per step
     #     quantiles:
     #      { 0.025: [...],
     #        0.975: [...]
     # }}}
-    def analyze(events, quantiles)
+    def analyze(events, quantiles, ranges)
       events.transform_values do |steps| # array(steps) of arrays(trials)
-        a = if quantiles.any?
-              # only need to sort if we request answers on any quantiles
-              steps.map do |trials|
-                # could avoid sorting with some creativity, but probably fine for our data lengths so far
-                trials.sort.values_at(*quantile_indices(trials.length, quantiles))
-              end.transpose # a[step][]
-            else
-              []
-            end
-
         {
-          mean: steps.map { |trials| Rational(trials.sum || 0, trials.length) },
-          quantiles: quantiles.zip(a).to_h
+          ranges: analyze_ranges(steps, quantiles, ranges),
+          sum: sum(steps, quantiles),
+          # besides the total sum we may want to have a sum for multiples of our base period
+          # (or week/month/quarter/year but that gets a bit complicated)
+          mean: steps.map { |trials| (trials.sum || 0).to_f / trials.length },
+          quantiles: quantiles.zip(step_quantiles(quantiles, steps)).to_h
         }
       end
     end
 
-    def quantile_indices(n_trials, quantiles)
+    def analyze_ranges(steps, quantiles, ranges) # rubocop:disable Metrics/AbcSize
+      ranges.each_with_object({}) do |range, results|
+        range_sums = steps.slice(range).transpose.map(&:sum)
+
+        results[range] = {
+          mean: range_sums.sum.to_f / range_sums.length,
+          quantiles: quantiles.zip(
+            quantiles.map do |q|
+              range_sums.sort[(q * (range_sums.length - 1)).round.clamp(0, range_sums.length - 1)]
+            end
+          ).to_h
+        }
+      end
+    end
+
+    def sum(steps, quantiles)
+      sums = steps.transpose.map(&:sum) # gives a sum of this event, per trial
+      {
+        mean: (sums.sum || 0).to_f / steps[0].length,
+        # sort all of the sums, and take the elements closest to the chosen quantiles, and then make a nice hash
+        quantiles: quantiles.zip(sums.sort.values_at(*quantile_indices(steps[0].length, quantiles))).to_h
+      }
+    end
+
+    def step_quantiles(quantiles, steps)
+      if quantiles.any?
+        # only need to sort if we request answers on any quantiles
+        steps.map do |trials|
+          # could avoid sorting with some creativity, but probably fine for our data lengths so far
+          trials.sort.values_at(*quantile_indices(trials.length, quantiles))
+        end.transpose # a[step][]
+      else
+        []
+      end
+    end
+
+    def quantile_indices(count, quantiles)
       quantiles.map do |q|
-        (q * (n_trials - 1)).round.to_i.clamp(0, n_trials - 1)
+        (q * (count - 1)).round.to_i.clamp(0, count - 1)
       end
     end
   end

data/lib/mc_forecast/version.rb

@@ -1,3 +1,3 @@
 module McForecast
-  VERSION = "0.1.1".freeze
+  VERSION = "0.2.1".freeze
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: mc_forecast
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.2.1
 platform: ruby
 authors:
 - Daan van Vugt
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2023-12-08 00:00:00.000000000 Z
+date: 2024-04-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: deep_dup