Monaco is a really small library for running Monte Carlo experiments.
Add this line to your application's Gemfile:
gem 'monaco'And then execute:
$ bundle
Or install it yourself as:
$ gem install monaco
Simulations accept two things: the number of trials to run, and the block to execute in each trial. The block should return true if an event has occurred, and false if it hasn’t.
In this example we simulate throwing five dice, and check for the event that any three dice show the same value:
simulation = Monaco::Simulation.new(trials: 100_000) do
dice = 5.times.map { rand(1..6) }
dice.any? { |d| dice.count(d) == 3 }
end
probability = simulation.run
# => (19290/100000)
The run method returns a rational number, which can be converted to
a float using to_f:
probability = simulation.run.to_f
# => 0.1929
The default number of trials is 10,000. Trial blocks are passed the number of the currently executing trial.
After checking out the repo, run bin/setup to install dependencies.
Then, run rake spec to run the tests. You can also run bin/console
for an interactive prompt that will allow you to experiment.
To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in
version.rb, and then run bundle exec rake release, which will create
a git tag for the version, push git commits and tags, and push the
.gem file to rubygems.org.
Bug reports and pull requests are welcome on GitHub at https://github.com/robmiller/monaco. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the Contributor Covenant code of conduct.
The gem is available as open source under the terms of the MIT License.