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@hugov/correl-range2

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monte carlo simulation for correlated variables expressed as ranges

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import SIM from '../sim.js' const res = SIM( (_, // initiation ran once fixed$ = _`600_000 900_000 [0 demand:0.6 price:0.3`, month$ = _`5,000 7,000 demand:0.5 season:0.5`, months = _`6 9 [1 season:0.5 price:-0.5` )=>( // calculations on every iterations total$ = fixed$ + month$ * months )=>({ // exported results months, month$, total$ }) ).run(10_000) //console.log(res.buffer) const stats=res.stats console.log('total$ range', stats.total$.Q(0.1).toFixed(0), stats.total$.Q(0.9).toFixed(0)) console.log('months range', stats.months.Q(0.1).toFixed(4), stats.months.Q(0.9).toFixed(4)) console.log('month$ range', stats.month$.Q(0.1).toFixed(0), stats.month$.Q(0.9).toFixed(0)) console.log('correlation', stats.total$.cor('months'))