mc_forecast 0.2.0 → 0.2.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 82e81b59b88ffa6eadba70aef437ecec5c040b890b19d7f64f8237eb59fc7c56
-  data.tar.gz: 729b9f9d931b338f5860427d1aaba73aea35c847eedb018d72c39a7486c7f551
+  metadata.gz: 699d3557e6c13728ecad8b44aa145dc54f2aa6afdf2d007b9ad52429423687be
+  data.tar.gz: 3472b10896989b22c91cfdc5213f2b1600dd46057c3d9390b9403a1f048a77b4
 SHA512:
-  metadata.gz: 4ce13d962a1c9e82f52e101387f6c8627fdac52187000e5ceb5a25bc7513bc9929cd94d6fc6faaf5196f7bcc90336bb69be642c774abe93a205b43464bbc20f1
-  data.tar.gz: ea2d982df7f53a36558969c1d8361ea477d817895f92a4118cb23472eaa3066b85ce9efffcc12f804894facf1303f8dffe68c2b2bb9fd8865125d0ba516a41fd
+  metadata.gz: 9e9a931a1a95e631313addb817a29296250ce7085240695508c783e0e114c1280b69b1634f3b019d2936fcc99719d9ab69f9cac2382e85c3e36068f541196c0d
+  data.tar.gz: ea015bbd39ee328435c08ee99004d08b8ac37e12c41d466fd6520d10935fb91829efc14518c6576ab68dec09e74eeeec3de9907898ab3ecb126c77e180a2036e

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, 0.16, 0.84, 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)
@@ -17,7 +17,7 @@ module McForecast
           end
         end
       end
-      analyze(events, quantiles)
+      analyze(events, quantiles, ranges)
     end
 
     private
@@ -25,17 +25,21 @@ module McForecast
     # Return an analysis of the events, containing:
     # { event_name:
     #   {
-    #     sum: { mean: ...,
-    #            quantiles:
-    #              { 0.025: ..., 0.975: ... }},
+    #     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)
         {
+          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)
@@ -45,6 +49,21 @@ module McForecast
       end
     end
 
+    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
       {

data/lib/mc_forecast/version.rb

@@ -1,3 +1,3 @@
 module McForecast
-  VERSION = "0.2.0".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: 0.2.0
+  version: 0.2.1
 platform: ruby
 authors:
 - Daan van Vugt
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2024-03-19 00:00:00.000000000 Z
+date: 2024-04-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: deep_dup