stochastic_process 0.0.1a → 0.0.1
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- data/lib/stochastic_process/version.rb +1 -1
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data/README.md
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# StochasticProcess
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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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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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- `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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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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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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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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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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TODO: Write usage instructions here
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## Contributing
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metadata
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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.
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prerelease:
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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:
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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
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