mc_forecast 0.2.0 → 0.2.1
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- checksums.yaml +4 -4
- data/lib/mc_forecast/simulation.rb +25 -6
- data/lib/mc_forecast/version.rb +1 -1
- metadata +2 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 699d3557e6c13728ecad8b44aa145dc54f2aa6afdf2d007b9ad52429423687be
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4
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data.tar.gz: 3472b10896989b22c91cfdc5213f2b1600dd46057c3d9390b9403a1f048a77b4
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 9e9a931a1a95e631313addb817a29296250ce7085240695508c783e0e114c1280b69b1634f3b019d2936fcc99719d9ab69f9cac2382e85c3e36068f541196c0d
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data.tar.gz: ea015bbd39ee328435c08ee99004d08b8ac37e12c41d466fd6520d10935fb91829efc14518c6576ab68dec09e74eeeec3de9907898ab3ecb126c77e180a2036e
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@@ -2,7 +2,7 @@ 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, 0.16, 0.84, 0.975])
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+
def run(init_state: nil, trials: 1_000, steps: 1, quantiles: [0.025, 0.16, 0.84, 0.975], ranges: [])
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events = {}
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(0..trials - 1).each do |trial|
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state = DeepDup.deep_dup(init_state)
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@@ -17,7 +17,7 @@ module McForecast
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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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analyze(events, quantiles, ranges)
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end
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private
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@@ -25,17 +25,21 @@ module McForecast
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# Return an analysis of the events, containing:
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# { event_name:
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# {
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#
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#
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#
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# ranges: {
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# 0..12: { mean: ..., quantiles: { 0.025: ..., 0.975: ... }},
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# 13..24: { mean: ..., quantiles: { 0.025: ..., 0.975: ... }},
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# ...
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# },
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# sum: { mean: ..., quantiles: { 0.025: ..., 0.975: ... }},
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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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def analyze(events, quantiles, ranges)
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events.transform_values do |steps| # array(steps) of arrays(trials)
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{
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ranges: analyze_ranges(steps, quantiles, ranges),
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sum: sum(steps, quantiles),
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# besides the total sum we may want to have a sum for multiples of our base period
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# (or week/month/quarter/year but that gets a bit complicated)
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@@ -45,6 +49,21 @@ module McForecast
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end
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end
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def analyze_ranges(steps, quantiles, ranges) # rubocop:disable Metrics/AbcSize
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ranges.each_with_object({}) do |range, results|
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range_sums = steps.slice(range).transpose.map(&:sum)
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results[range] = {
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mean: range_sums.sum.to_f / range_sums.length,
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quantiles: quantiles.zip(
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quantiles.map do |q|
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range_sums.sort[(q * (range_sums.length - 1)).round.clamp(0, range_sums.length - 1)]
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end
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).to_h
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}
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end
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end
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def sum(steps, quantiles)
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sums = steps.transpose.map(&:sum) # gives a sum of this event, per trial
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{
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data/lib/mc_forecast/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
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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: 0.2.
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version: 0.2.1
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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: 2024-
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date: 2024-04-19 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: deep_dup
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