montecarlo-rb 0.0.3

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA256:
+  metadata.gz: 59915309cb7225c37c317e61bc1a7de751857336315ee50a3615564c952a9093
+  data.tar.gz: 3406685ce78de34fd11deb0042d8dcdc132b5fac6590f0f4cdc862c6f580470b
+SHA512:
+  metadata.gz: df94327d2fd1607a645d93371d94b8ce37bb530c5b0ef90e1e29e3707c5add4100106505fac7ed48088760075bb6f7c29d062eae08196a9f965a6b23cdcba29c
+  data.tar.gz: 2104f42d6007eb72806405d7cae0c26c4a44936a21d6055ff014a3cd39708e6c093db9dd1ae2aa88cc3a3c7470d0bb4ab3d01155d2dc2a07adc3d2c998bee35a

data/.gitignore

@@ -0,0 +1 @@
+*.gem

data/.ruby-version

@@ -0,0 +1 @@
+3.3.5

data/README.md

@@ -0,0 +1,44 @@
+# Montecarlo simulation
+
+MonteCarloRB is a Ruby library designed to perform Monte Carlo simulations based on historical data distributions. It allows you to input probabilities with frequencies and simulate outcomes thousands of times. This is especially useful for scenarios where future outcomes depend on historical trends or distributions.
+
+## Features
+
+Monte Carlo simulation: Run thousands of simulations for any probability-based scenario.
+Customizable probabilities: Input historical data with frequencies to shape the simulation.
+
+Installation
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'monte_carlo_rb'
+```
+
+And then execute:
+
+```bash
+bundle install
+```
+
+Or install it yourself as:
+
+```ruby
+gem install monte_carlo_rb
+```
+
+## Usage
+
+## Basic Simulation Example
+
+Suppose you have historical data representing daily engineering throughput (e.g., number of tasks completed per day) over the past few months. You can use this data to simulate possible throughput for the next 30 days.
+
+DiceRoller is a Ruby class that simulates rolling a six-sided die. It has a method called `roll` that returns a random number between 1 and 6.
+
+```ruby
+  require 'montecarlo'
+  dice_picker = MonteCarlo::HistogramRandomPicker.new({ 1 => 1, 2 => 1, 3 => 1, 4 => 1, 5 => 1, 6 => 1 })
+  simulator = MonteCarlo::Simulator.new(dice_picker)
+  results = simulator.run(1_000_000)
+  puts results
+  # => {4=>167583, 2=>166213, 5=>165950, 3=>167050, 6=>167021, 1=>166183}
+```

data/Rakefile

@@ -0,0 +1,2 @@
+require "minitest/test_task"
+Minitest::TestTask.create

data/lib/montecarlo/histogram_random_picker.rb

@@ -0,0 +1,27 @@
+module MonteCarlo
+  class HistogramRandomPicker
+    # histogram is a hash where the keys are the possible outcomes and the values are the number of occurrences of each outcome.
+    # For example, { 1 => 2, 2 => 3, 3 => 1 } means that the possible outcomes are 1, 2 and 3, and that 1 occurs twice, 2 occurs three times and 3 occurs once.
+    def initialize(histogram)
+      @histogram = histogram
+      calculate_cumulative_occurrences!
+    end
+
+    def pick
+      random_number = rand(@total_occurrences)
+      found_cumulative = @cumulative_occurrences.bsearch { |cumulative| random_number < cumulative[:cumulative] }
+      found_cumulative[:throughput]
+    end
+
+    private
+
+    def calculate_cumulative_occurrences!
+      @total_occurrences = 0
+      @cumulative_occurrences = []
+      @histogram.each do |outcome, occurrences|
+        @total_occurrences += occurrences
+        @cumulative_occurrences << { throughput: outcome, cumulative: @total_occurrences }
+      end
+    end
+  end
+end

data/lib/montecarlo/simulator.rb

@@ -0,0 +1,16 @@
+module MonteCarlo
+  class Simulator
+    def initialize(picker)
+      @picker = picker
+    end
+
+    def run(n_times = 10_000)
+      result_counts = Hash.new(0)
+      n_times.times do
+        result = @picker.pick
+        result_counts[result] += 1
+      end
+      result_counts
+    end
+  end
+end

data/lib/montecarlo.rb

@@ -0,0 +1,5 @@
+require 'montecarlo/histogram_random_picker'
+require 'montecarlo/simulator'
+
+module MonteCarlo
+end

data/montecarlo-rb.gemspec

@@ -0,0 +1,12 @@
+Gem::Specification.new do |s|
+  s.name        = "montecarlo-rb"
+  s.version     = "0.0.3"
+  s.required_ruby_version = ">= 2.0.0"
+  s.summary     = "MonteCarloRB is a Ruby library designed to perform Monte Carlo simulations based on historical data distributions."
+  s.description = "MonteCarloRB is a Ruby library designed to perform Monte Carlo simulations based on historical data distributions."
+  s.authors     = ["Jiazhen Xie"]
+  s.email       = "jiazhenxie515@gmail.com"
+  s.files       = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test)/}) }
+  s.homepage    = "https://github.com/JIAZHEN/montecarlo-rb"
+  s.license     = "MIT"
+end

metadata

@@ -0,0 +1,52 @@
+--- !ruby/object:Gem::Specification
+name: montecarlo-rb
+version: !ruby/object:Gem::Version
+  version: 0.0.3
+platform: ruby
+authors:
+- Jiazhen Xie
+autorequire:
+bindir: bin
+cert_chain: []
+date: 2024-10-20 00:00:00.000000000 Z
+dependencies: []
+description: MonteCarloRB is a Ruby library designed to perform Monte Carlo simulations
+  based on historical data distributions.
+email: jiazhenxie515@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".ruby-version"
+- README.md
+- Rakefile
+- lib/montecarlo.rb
+- lib/montecarlo/histogram_random_picker.rb
+- lib/montecarlo/simulator.rb
+- montecarlo-rb.gemspec
+homepage: https://github.com/JIAZHEN/montecarlo-rb
+licenses:
+- MIT
+metadata: {}
+post_install_message:
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: 2.0.0
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.5.16
+signing_key:
+specification_version: 4
+summary: MonteCarloRB is a Ruby library designed to perform Monte Carlo simulations
+  based on historical data distributions.
+test_files: []