MonteCarlo

A utility to write quick Monte Carlo Method experiments.

Installation

Add this line to your application's Gemfile:

gem 'monte_carlo'

And then execute:

$ bundle

Or install it yourself as:

$ gem install monte_carlo

Usage

Every MonteCarlo::Experiment must have a sample method to generate random samples. The samples generated when the experiment is run will be collected into a MonteCarlo::ExperimentResults object after an optional computation method to turn the random sample into a meaningful value.

For example, the sample method may draw a random number between 1 and 10 and the computation method will test whether the number is greater than 5, returning true or false results.

# Create an instance and configure it with the DSL
experiment = MonteCarlo::Experiment.new do
  times 1000000
  sample_method { rand(10) }
  computation { |sample| sample >= 5 }
end

results = experiment.run

results.probability_distribution
# => {true=>0.499443, false=>0.500557}

Or run it with the shorthand class method syntax:

# Use one method for both sample and computation and run immediately
results = MonteCarlo::Experiment.run(1000000) do
  sample = rand(10)
  sample >= 5
end

Docs

Can be found here

Contributing

1. Fork it ( https://github.com/agelber/monte_carlo/fork )
2. Create your feature branch (git checkout -b my-new-feature)
3. Commit your changes (git commit -am 'Add some feature')
4. Push to the branch (git push origin my-new-feature)
5. Create a new Pull Request