MCHammer offers the most important charts for building and analyzing Monte-Carlo Results. MCH_Charts contains standard simulation charts for sensitivity, density, trends (time series with confidence bands) for simulation arrays, vectors and dataframes.
density_chrt(Data, x_label="Sim. Values")Data is your array, either simulated or historical. x_label [optional] allows you to customize your X axis label.
source dist = rand(Normal(),1000)
density_chrt(dist, "The Standard Normal")
The Standard Normal
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h,j,k,l,arrows,drag to pan
i,o,+,-,scroll,shift-drag to zoom
r,dbl-click to reset
c for coordinates
? for help
?
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Frequency
histogram_chrt(Data, x_label="Sim. Values")Data is your array, either simulated or historical. x_label [optional] allows you to customize your X axis label.
source histogram_chrt(dist, "The Standard Normal")
The Standard Normal
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h,j,k,l,arrows,drag to pan
i,o,+,-,scroll,shift-drag to zoom
r,dbl-click to reset
c for coordinates
? for help
?
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sensitivity_chrt(ArrayName, TargetCol, Chrt_Type=1)TargetCol : used to select the output against which the other variables are analyzed for influence.
Chrt_Type : allows to change the chart metric: Spearman (1), PPMC (2) and Contribution to Variance % (3)
source sensitivity_chrt(Trials,1)
Rank Correlation
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Positive
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impact
h,j,k,l,arrows,drag to pan
i,o,+,-,scroll,shift-drag to zoom
r,dbl-click to reset
c for coordinates
? for help
?
Revenue
Expenses
Input
Variables with Biggest Impact
trend_chrt(SimTimeArray, PeriodRange, quantiles=[0.05,0.5,0.95])trend_chrt allows the visualization of a simulated time series. These can be generated using the GBMM function.
PeriodRange must constructed using the Dates package and use the following syntax :
dr = collect(Date(2019,1,01):Dates.Year(1):Date(2023,01,01))source ts_trials =[]
dr = collect(Date(2019,1,01):Dates.Month(1):Date(2019,12,01))
#To setup a TimeSeries simulation with MCHammer
for i = 1:1000
Monthly_Sales = GBMM(100000, 0.05,0.05,12)
Monthly_Expenses = GBMM(50000, 0.03,0.02,12)
MonthlyCOGS = Monthly_Sales .* 0.3
MonthlyProfit = Monthly_Sales - Monthly_Expenses - MonthlyCOGS
push!(ts_trials, MonthlyProfit)
end
trend_chrt(ts_trials, dr)
timestamp
Jan 1, 2019
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Jan 1, 2018
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Jan 1, 2018
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2021
Jan 1, 2018
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2021
LowerBound
p50
UpperBound
variable
h,j,k,l,arrows,drag to pan
i,o,+,-,scroll,shift-drag to zoom
r,dbl-click to reset
c for coordinates
? for help
?
-1.25×10⁵
-1.00×10⁵
-7.50×10⁴
-5.00×10⁴
-2.50×10⁴
0
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-4.50×10⁴
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-3.50×10⁴
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value