mc_forecast

Use Monte-Carlo methods for business forecasting. Define transition methods (for example a month-based one) and keep track of events you are interested in. Automatically generates a 95% confidence interval and mean values.

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gem install mc_forecast

require "mc_forecast"
# all arguments optional
e = McForecast::Simulation.new.run(init_state: nil, steps: 1, trials: 1_000) do |_state, _step, _trial|
  events = {}
  events[:coin] = rand > 0.5 ? 1 : 0

  # block should return a new state and a hash of events
  [nil, events]
end
# e[:coin][:mean][0] ~ 0.5
# e[:coin][:quantiles][0.025][0] ~ 0
# e[:coin][:quantiles][0.975][0] ~ 1

If you want to report a bug, or have ideas, feedback or questions about the gem, let me know via GitHub issues and I will do my best to provide a helpful answer. Happy hacking!

The gem is available as open source under the terms of the MIT License.

Everyone interacting in this project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.

Pull requests are welcome!