stochastic_process 0.0.1a → 0.0.1

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data/README.md CHANGED
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  # StochasticProcess
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- This gem defines a base class StochasticProcess::Base for the approximation of
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- stochastic processes. As an example, the class StochasticProcess:BrownianMotion
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- is included that defines a standard Brownian motion process.
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-
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- Checkout the [sample app](http://stochasticprocess.herokuapp.com/)
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+ TODO: Write a gem description
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  ## Installation
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- *Note that this gem requires at least Ruby 2.0.0* because I decided to try out [keyword arguments](http://dev.af83.com/2013/02/18/ruby-2-0-keyword-arguments.html).
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- The linked article describes how to re-write the code to make it work for older Ruby versions.
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  Add this line to your application's Gemfile:
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  ## Usage
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- The base class is `StochasticProcess::Base` which takes as *optional* arguments:
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- - `initial_position`: default is 0. This is the point where the stochastic process
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- starts
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- - `start_time`: default is 0. This is the time at which the stochastic process starts
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- - `end_time`: default is 100. This is the time up to which the stochastic process is simulated.
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- - `evaluations`: default is 1000. This defines at how many points the stochastic process will be evaluated.
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- - `path_increment`: default is 0. This function returns the increment of the path from one time point to the next.
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-
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- The most important part of the base class is the `path_increment` function. Inherting from `StochasticProcess::Base` one can easily define new stochastic processes by implementing the corresponding `path_increment` function.
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-
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- So far only Brownian motion is implemented - the following creates a Brownian
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- motion and stores the path as pairs of `x` and `y` values in an array
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-
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- b = StochasticProcess::BrownianMotion.new(initial_position, start_time, end_time, evaluations)
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- bm_path1 = b.graph # first sample path of Brownian motion
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- bm_path2 = b.graph # second sample path of Brownian motion
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-
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- Creating a new class is easy once the function that constructs the path
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- increments is implemented: simply inherit from `StochasticProcess::Base` and
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- pass the new path increment function as the last parameter to the constructor, see `lib/brownian_motion.rb`
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-
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-
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-
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-
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+ TODO: Write usage instructions here
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  ## Contributing
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  module StochasticProcess
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- VERSION = "0.0.1a"
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+ VERSION = "0.0.1"
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  end
metadata CHANGED
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  --- !ruby/object:Gem::Specification
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  name: stochastic_process
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  version: !ruby/object:Gem::Version
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- version: 0.0.1a
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- prerelease: 5
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+ version: 0.0.1
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+ prerelease:
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  platform: ruby
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  authors:
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  - Alexander Potrykus
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  required_rubygems_version: !ruby/object:Gem::Requirement
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  none: false
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  requirements:
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- - - '>'
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+ - - '>='
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  - !ruby/object:Gem::Version
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- version: 1.3.1
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+ version: '0'
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  requirements: []
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  rubyforge_project:
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  rubygems_version: 1.8.25