Module: TinyMonte

Defined in:
lib/tiny_monte.rb

Overview

a Monte Carlo simulator

Class Method Summary collapse

Class Method Details

._trial(samples_per_trial, probability) ⇒ Object

returns an array of samples constituting a single trial run

ex:

_trial(100, 0.5) # => [0, 1, 1, 0, ...] <100 times long>



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# File 'lib/tiny_monte.rb', line 32

def _trial(samples_per_trial, probability)
  (1..samples_per_trial).map{|i| rand() <= probability ? 1 : 0 }
end

.median_result(results) ⇒ Object

returns the median result from the output of the ::monte method.

ex:

TinyMonte.median_result(TinyMonte.monte(1000, 0.5)) # => 50



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# File 'lib/tiny_monte.rb', line 21

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

.monte(trials, samples_per_trial, probability) ⇒ Object

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, ...]



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# File 'lib/tiny_monte.rb', line 13

def monte(trials, samples_per_trial, probability)
  (1..trials).map{|i| _trial(samples_per_trial, probability).count(1) }
end