monte_carlo 0.0.1

checksums.yaml

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+  data.tar.gz: 0b5910159859348ebab617e7abc1ccb9e23ce18d
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data/.gitignore

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+/.bundle/
+/.yardoc
+/Gemfile.lock
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+*.bundle
+*.so
+*.o
+*.a
+mkmf.log
+.DS_Store

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in monte_carlo.gemspec
+gemspec

data/LICENSE.txt

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+Copyright (c) 2014 Assaf Gelber
+
+MIT License
+
+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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+# MonteCarlo
+
+A utility to write quick [Monte Carlo Method](http://en.wikipedia.org/wiki/Monte_Carlo_method) experiments.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'monte_carlo'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install monte_carlo
+
+## Usage
+
+Each experiment conatins:
+- `times`: the number of sample to create (defaults to 10,000)
+- `sample_method`: the method with which to generate a sample each iteration
+- `computation`: an optional coputation method to run on each sample to obtain a result
+
+For example;
+
+```ruby
+# Create an experiment with an optional number of times
+experiment = MonteCarlo::Experiment.new(100000)
+
+# Set your smaple method
+experiment.sample_method = -> { rand }
+
+# Set your optional computation method
+experiment.computation = -> (sample) { sample > 0.5 }
+
+# Run your experiment and get your results
+results = experiment.run
+```
+
+Alternatively, you can write your sample and computation method as one with the shorthand block syntax:
+
+```ruby
+results = MonteCarlo::Experiment.run(100000) { rand > 0.5 }
+```
+
+The experiment returns a `MonteCarlo::ExperimentResults` object which contains an array of `MonteCarlo::Results` as well as some other handy methods.
+
+Each `MonteCarlo::Result` contains:
+- `index`: the index of the sample
+- `value`: the final value returned from sampling, after computation
+- `sample_value`: the value returned from the sample method, before computation
+
+If no computation method was given, `value` and `sample_value` will be the same.
+
+## Contributing
+
+1. Fork it ( https://github.com/[agelber]/monte_carlo/fork )
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Add some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create a new Pull Request

data/Rakefile

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+require "bundler/gem_tasks"
+
+require 'rspec/core/rake_task'
+RSpec::Core::RakeTask.new(:spec)
+
+task :test => :spec
+task :default => :spec

data/lib/monte_carlo.rb

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+require "monte_carlo/version"
+require "monte_carlo/errors"
+require "monte_carlo/result"
+require "monte_carlo/experiment_results"
+require "monte_carlo/experiment"
+
+module MonteCarlo
+end

data/lib/monte_carlo/errors.rb

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+module MonteCarlo
+  module Errors
+
+    class NoSampleMethodError < StandardError; end
+
+  end
+end

data/lib/monte_carlo/experiment.rb

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+module MonteCarlo
+  class Experiment
+
+    DEFAULT_TIMES = 10000
+
+    attr_accessor :times, :sample_method, :computation
+
+    def self.run(times = DEFAULT_TIMES, &block)
+      MonteCarlo::Experiment.new(times, &block).run
+    end
+
+    def initialize(times = DEFAULT_TIMES, &block)
+      @times = times
+      @sample_method = block
+    end
+
+    def run
+      if @sample_method.nil?
+        raise MonteCarlo::Errors::NoSampleMethodError, 'A sample method for this experiment is not defined'
+      end
+
+      results = MonteCarlo::ExperimentResults.new
+
+      @times.times do |index|
+        results << run_sample(index)
+      end
+
+      results
+    end
+
+    private
+
+    def run_sample(index)
+      result = MonteCarlo::Result.new(index)
+      result.sample_value = @sample_method.call()
+      if @computation.nil?
+        result.value = result.sample_value
+      else
+        result.value = @computation.call(result.sample_value)
+      end
+
+      result
+    end
+
+  end
+end

data/lib/monte_carlo/experiment_results.rb

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+module MonteCarlo
+  class ExperimentResults
+    include Enumerable
+
+    def initialize
+      @results = []
+    end
+
+    def each(&block)
+      @results.each do |result|
+        block_given? ? block.call(result) : yield(result)
+      end
+    end
+
+    def << result
+      @results << result
+      reset_memoizers
+    end
+
+    def size
+      @results.size
+    end
+
+    def probability_distribution
+      @probability_distribution ||= @results.group_by(&:value).inject({}) do |probabilites, (value, results)|
+        probabilites[value] = results.size.to_f / self.size
+        probabilites
+      end
+    end
+
+    def frequency_distribution
+      @frequency_distribution ||= @results.group_by(&:value).inject({}) do |frequencies, (value, results)|
+        frequencies[value] = results.size
+        frequencies
+      end
+    end
+
+    def probability_of(value)
+      probability_distribution.fetch(value, 0)
+    end
+
+    def frequency_of(value)
+      frequency_distribution.fetch(value, 0)
+    end
+
+    private
+
+    def reset_memoizers
+      @probability_distribution = nil
+      @frequency_distribution = nil
+    end
+  end
+end

data/lib/monte_carlo/result.rb

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+module MonteCarlo
+  class Result
+    include Comparable
+
+    attr_accessor :value, :sample_value, :index
+
+    def initialize(index = nil, value = nil, sample_value = nil)
+      @value = value
+      @sample_value = sample_value
+      @index = index
+    end
+
+    def <=> other
+      self.to_i <=> other.to_i
+    end
+
+    def to_i
+      @value
+    end
+
+  end
+end

data/lib/monte_carlo/version.rb

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+module MonteCarlo
+  VERSION = "0.0.1"
+end

data/monte_carlo.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'monte_carlo/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "monte_carlo"
+  spec.version       = MonteCarlo::VERSION
+  spec.authors       = ["Assaf Gelber"]
+  spec.email         = ["assaf.gelber@gmail.com"]
+  spec.summary       = %q{A small gem to help with Monte Carlo Method experiments in ruby.}
+  spec.description   = %q{A small gem to help with Monte Carlo Method experiments in ruby.}
+  spec.homepage      = "https://github.com/agelber/monte_carlo"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0")
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.7"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rspec", "~> 3.1"
+  spec.add_development_dependency "rspec-its"
+end

data/spec/lib/monte_carlo/experiment_results_spec.rb

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+require 'spec_helper'
+
+describe MonteCarlo::ExperimentResults do
+
+  let(:times) { 99 }
+  let(:results) do
+    results = MonteCarlo::ExperimentResults.new
+    times.times do |index|
+      results << MonteCarlo::Result.new(index, index % 3 == 0)
+    end
+    results
+  end
+
+  shared_examples_for :of_methdds do |method|
+    it 'returns 0 when the value does not exist' do
+      expect(results.send(method, 'does not exist')).to eq 0
+    end
+  end
+
+  describe :probability_distribution do
+    it 'should return the correct probability distribution for the results' do
+      expect(results.probability_distribution.keys).to contain_exactly(true, false)
+      expect(results.probability_distribution[true]).to eq 1 / 3.0
+      expect(results.probability_distribution[false]).to eq 2 / 3.0
+    end
+  end
+
+  describe :frequency_distribution do
+    it 'should return the correct frequency distribution for the results' do
+      expect(results.frequency_distribution.keys).to contain_exactly(true, false)
+      expect(results.frequency_distribution[true]).to eq 33
+      expect(results.frequency_distribution[false]).to eq 66
+    end
+  end
+
+  describe :probability_of do
+    it_behaves_like :of_methdds, :probability_of
+
+    it 'should return the correct probability of a value' do
+      expect(results.probability_of(true)).to eq 1 / 3.0
+    end
+  end
+
+  describe :frequency_of do
+    it_behaves_like :of_methdds, :frequency_of
+
+    it 'should return the correct frequency of a value' do
+      expect(results.frequency_of(true)).to eq 33
+    end
+  end
+
+end

data/spec/lib/monte_carlo/experiment_spec.rb

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+require 'spec_helper'
+
+describe MonteCarlo::Experiment do
+
+  let(:times) { 1000 }
+  let(:sample_value) { 1 }
+  let(:computation) { -> (sample) {sample * 2} }
+  let(:experiment) do
+    experiment = MonteCarlo::Experiment.new
+    experiment.times = 1000
+    experiment.sample_method = -> { sample_value }
+    experiment.computation = computation
+    experiment
+  end
+
+  describe :run do
+    it 'should raise a NoSampleMethodError if a sample method is not defined' do
+      experiment.sample_method = nil
+      expect {
+        experiment.run
+      }.to raise_error MonteCarlo::Errors::NoSampleMethodError
+    end
+
+    it 'should call the sample_method the correct number of times' do
+      sample_double = double(call: sample_value)
+      experiment.sample_method = sample_double
+      expect(sample_double).to receive(:call).exactly(times).times
+      experiment.run
+    end
+
+    it 'should return an array of result objects' do
+      results = experiment.run
+      expect(results).to all( be_a MonteCarlo::Result )
+    end
+
+    it 'should return results with correct sample values' do
+      results = experiment.run
+      expect(results.map(&:sample_value)).to all( eq sample_value)
+    end
+
+    it 'should return results with correct values' do
+      results = experiment.run
+      expect(results.map(&:value)).to all( eq computation.call(sample_value))
+    end
+  end
+
+end

data/spec/spec_helper.rb

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+require 'bundler/setup'
+Bundler.setup
+
+require 'monte_carlo'
+
+RSpec.configure do |config|
+  config.color = true
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: monte_carlo
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Assaf Gelber
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-10-29 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.7'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.7'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '3.1'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '3.1'
+- !ruby/object:Gem::Dependency
+  name: rspec-its
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: A small gem to help with Monte Carlo Method experiments in ruby.
+email:
+- assaf.gelber@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/monte_carlo.rb
+- lib/monte_carlo/errors.rb
+- lib/monte_carlo/experiment.rb
+- lib/monte_carlo/experiment_results.rb
+- lib/monte_carlo/result.rb
+- lib/monte_carlo/version.rb
+- monte_carlo.gemspec
+- spec/lib/monte_carlo/experiment_results_spec.rb
+- spec/lib/monte_carlo/experiment_spec.rb
+- spec/spec_helper.rb
+homepage: https://github.com/agelber/monte_carlo
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.4.2
+signing_key: 
+specification_version: 4
+summary: A small gem to help with Monte Carlo Method experiments in ruby.
+test_files:
+- spec/lib/monte_carlo/experiment_results_spec.rb
+- spec/lib/monte_carlo/experiment_spec.rb
+- spec/spec_helper.rb