simple_montecarlo

Quick Examples

Basic Simulation (Manufacturing)

local
    l_exp: MONTE_CARLO_EXPERIMENT
    l_stats: SIMULATION_STATISTICS
do
    create l_exp.make (100)  -- 100 trials
    l_exp.set_trial_logic (agent measure_shaft)
    l_exp.run_simulation
    l_stats := l_exp.statistics

    print ("Mean: " + l_stats.mean.out + " mm%N")
    print ("Std Dev: " + l_stats.std_dev.out + " mm%N")
    print ("95% CI: [" + l_stats.ci_95.first.out + ", "
           + l_stats.ci_95.second.out + "]%N")
end

measure_shaft: TRIAL_OUTCOME
    do
        create Result.make
        create {MEASUREMENT} m.make_real (25.0 + random_noise)
        Result.add_measurement ("diameter", m)
    end
            

MEASUREMENT - Type-Safe Values

local
    m_real: MEASUREMENT
    m_int: MEASUREMENT
do
    create m_real.make_real (42.5)
    create m_int.make_integer (100)

    -- Type-safe conversion
    print (m_real.as_integer)  -- Truncates: 42
    print (m_int.as_real)      -- Promotes: 100.0
end
            

TRIAL_OUTCOME - Collect Results

local
    outcome: TRIAL_OUTCOME
    m1, m2: MEASUREMENT
do
    create outcome.make

    create m1.make_real (25.3)
    outcome.add_measurement ("diameter", m1)

    create m2.make_real (0.02)
    outcome.add_measurement ("tolerance", m2)

    -- Retrieve by name
    if attached outcome.measurement_at ("diameter") as d then
        print (d.as_real)
    end
end
            

SIMULATION_STATISTICS - Results

local
    stats: SIMULATION_STATISTICS
    ci_95: TUPLE [REAL_64, REAL_64]
do
    -- Typically obtained from MONTE_CARLO_EXPERIMENT
    stats := l_exp.statistics

    -- Access properties
    print ("Mean: " + stats.mean.out + "%N")
    print ("Std Dev: " + stats.std_dev.out + "%N")
    print ("Min: " + stats.min.out + "%N")
    print ("Max: " + stats.max.out + "%N")
    print ("Sample Size: " + stats.sample_size.out + "%N")

    -- Confidence intervals
    ci_95 := stats.ci_95
    ci_99 := stats.ci_99

    -- Custom confidence level
    if attached stats.confidence_interval (0.90) as ci_90 then
        print ("90% CI: [" + ci_90.first.out + ", " + ci_90.second.out + "]%N")
    end
end
            

Common Patterns

Pattern 1: Simple Single Measurement

trial_logic: TRIAL_OUTCOME
    local m: MEASUREMENT
    do
        create Result.make
        create m.make_real (random_value)
        Result.add_measurement ("value", m)
    end
            

Pattern 2: Multiple Measurements

trial_logic: TRIAL_OUTCOME
    local m1, m2: MEASUREMENT
    do
        create Result.make
        create m1.make_real (random_stock_return)
        Result.add_measurement ("stock", m1)

        create m2.make_real (random_bond_return)
        Result.add_measurement ("bond", m2)
    end
            

Pattern 3: Reproducible Results

l_exp.set_seed (42)  -- Use same seed for reproducibility
l_exp.set_trial_logic (agent trial_logic)
l_exp.run_simulation
            

API Summary

MEASUREMENT

TRIAL_OUTCOME

SIMULATION_STATISTICS

MONTE_CARLO_EXPERIMENT