tiny_monte 1.0.0

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data/lib/tiny_monte.rb

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+# a Monte Carlo simulator
+module TinyMonte
+  class << self
+    # returns the result set from running the specified number of Monte Carlo
+    # simulations with the specified probability.
+    #
+    # trials: the number of trials to perform
+    # samples_per_trial: the number of samples to generate per trial
+    # probability: the probability of success in each trial
+    #
+    # ex:
+    #   TinyMonte.monte(1000, 0.5) # => [51, 48, 52, ...]
+    def monte(trials, samples_per_trial, probability)
+      (1..trials).map{|i| _trial(samples_per_trial, probability).count(1) }
+    end
+
+    # returns the median result from the output of the ::monte method.
+    #
+    # ex:
+    #   TinyMonte.median_result(TinyMonte.monte(1000, 0.5)) # => 50
+    def median_result(results)
+      sorted = results.sort
+      sorted_count = sorted.count
+      working_median = sorted_count.odd? ? sorted[((sorted_count + 1) / 2) - 1] : (sorted[(sorted_count - 1) / 2] + sorted[((sorted_count) / 2)] / 2.0)
+      working_median == working_median.to_i ? working_median.to_i : working_median
+    end
+
+    # returns an array of samples constituting a single trial run
+    #
+    # ex:
+    #   _trial(100, 0.5) # => [0, 1, 1, 0, ...] <100 times long>
+    def _trial(samples_per_trial, probability)
+      (1..samples_per_trial).map{|i| rand() <= probability ? 1 : 0 }
+    end
+  end
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: tiny_monte
+version: !ruby/object:Gem::Version
+  version: 1.0.0
+platform: ruby
+authors:
+- Jeff Lunt
+autorequire:
+bindir: bin
+cert_chain: []
+date: 2023-12-21 00:00:00.000000000 Z
+dependencies: []
+description: a monte carlo simulator
+email: jefflunt@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/tiny_monte.rb
+homepage: https://github.com/jefflunt/tiny_monte
+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: []
+rubygems_version: 3.3.7
+signing_key:
+specification_version: 4
+summary: a monte carlo simulator
+test_files: []