Question

Hey I have a problem with my simulation.

I am a Ruby-Starter and don’t know what’s wrong in my code. That is only the part with the simulation:

def mean
 mean = self.reduce(:+)/self.length.to_f
 return mean
end

def randn
  begin 
  rg1 = (rand*2)-1 
  rg2 = (rand*2)-1 
  q = rg1**2 + rg2**2
  end while (q == 0 || q > 1)
  p = Math.sqrt((-2*Math.log(q))/q)

  rn1 = rg1 * p
  rn2 = rg2 * p
  return rn1, rn2
 end

monte_carlo = 10
ren1_sim = Array.new
ren2_sim = Array.new

monte_carlo.times {
 (1..20).each{ |i|
 (1..250).each { |j|
  r = randn() 
    ren1= * Math.exp(mu_ren1 + sigma_ren1 * r[0]) 
    # ren1 is an array with prices, mu_ren1 and sigma_ren1 are individual values

    ren2= * Math.exp(mu_ren2 + chol_21 * r[0] + chol_22 * r[1])
    # chol_21 and chol_22 are also individual values

     ren1_sim.push(ren1)
     ren2_sim.push(ren2)
   } 
  }
 }
 puts ren1_sim.mean
 puts ren2_sim.mean

I don’t get an error without the last two puts, but when I want to calculate the average of the arrays ren1_sim and rent_sim I get the error:

 undefined method 'mean' for #<Array:0x2acf318> (NoMethodError)

Do you know how to fix that?

Answer 1

You’re trying to invoke mean on an Array, which is not a method of Array. Perhaps you meant to use Statsample::Vector, which is Statsample’s extension of Array, and does have mean?

ren1_sim = Statsample::Vector.new
ren2_sim = Statsample::Vector.new

You can also call to_vector on an Array instance to get a Statsample::Vector.