From 96834c0de78aeb3fd6a602dfb2f8429f84715ed7 Mon Sep 17 00:00:00 2001
From: Giorgio Sgarbi <giorgio.sgarbi@stat.ubc.ca>
Date: Wed, 21 Nov 2018 05:05:01 -0800
Subject: [PATCH] add pareto distribution

---
 .../java/blang/distributions/Generators.java  |  9 ++++++++
 src/main/java/blang/distributions/Pareto.bl   | 23 +++++++++++++++++++
 .../doc/contents/BuiltInDistributions.xtend   |  2 ++
 src/test/java/blang/Examples.xtend            | 10 ++++++++
 4 files changed, 44 insertions(+)
 create mode 100644 src/main/java/blang/distributions/Pareto.bl

diff --git a/src/main/java/blang/distributions/Generators.java b/src/main/java/blang/distributions/Generators.java
index 27c3428e..88f9a41f 100644
--- a/src/main/java/blang/distributions/Generators.java
+++ b/src/main/java/blang/distributions/Generators.java
@@ -6,6 +6,7 @@
 import org.apache.commons.math3.distribution.GammaDistribution;
 import org.apache.commons.math3.distribution.PoissonDistribution;
 import org.apache.commons.math3.distribution.TDistribution;
+import org.apache.commons.math3.distribution.ParetoDistribution;
 
 import bayonet.math.NumericalUtils;
 import blang.types.DenseSimplex;
@@ -28,6 +29,14 @@ public static double halfstudentt(Random random, double nu, double sigma) {
 	  double t = studentt(random, nu);
 	  return Math.abs(t) * sigma;
   }
+  
+  /** */
+  public static double pareto(Random random, double scale, double shape)
+  {
+    double result = new ParetoDistribution(generator(random), scale, shape).sample();
+    return result;
+  }
+  
   /** */
   public static double chisquared(Random random, int nu)
   {
diff --git a/src/main/java/blang/distributions/Pareto.bl b/src/main/java/blang/distributions/Pareto.bl
new file mode 100644
index 00000000..f4fa4e85
--- /dev/null
+++ b/src/main/java/blang/distributions/Pareto.bl
@@ -0,0 +1,23 @@
+package blang.distributions
+// Pareto distribution
+// support: (scale, \infty)
+
+model Pareto {
+  random RealVar realization
+  
+  param  RealVar scale, shape
+  
+  laws {
+  	  logf(realization, scale, shape) {
+  	  	if (scale <= 0) return NEGATIVE_INFINITY
+  	  	if (shape <= 0) return NEGATIVE_INFINITY
+  	  	if (realization < scale) return NEGATIVE_INFINITY
+  	  	return log(shape) + shape * log(scale) - (shape + 1) * log(realization)	
+  	  }
+  }
+  
+  generate(rand) {
+    rand.pareto(scale, shape)
+  }
+  
+}
\ No newline at end of file
diff --git a/src/main/java/blang/runtime/internals/doc/contents/BuiltInDistributions.xtend b/src/main/java/blang/runtime/internals/doc/contents/BuiltInDistributions.xtend
index d9178159..80eda5cb 100644
--- a/src/main/java/blang/runtime/internals/doc/contents/BuiltInDistributions.xtend
+++ b/src/main/java/blang/runtime/internals/doc/contents/BuiltInDistributions.xtend
@@ -25,6 +25,7 @@ import blang.distributions.StudentT
 import blang.distributions.HalfStudentT
 import blang.distributions.ChiSquared
 import blang.distributions.YuleSimon
+import blang.distributions.Pareto
 
 class BuiltInDistributions {
   
@@ -51,6 +52,7 @@ class BuiltInDistributions {
       documentClass(StudentT)
       documentClass(HalfStudentT)
       documentClass(ChiSquared)
+      documentClass(Pareto)
     ]
     
     section("Multivariate") [
diff --git a/src/test/java/blang/Examples.xtend b/src/test/java/blang/Examples.xtend
index dd2ca70b..30efdff3 100644
--- a/src/test/java/blang/Examples.xtend
+++ b/src/test/java/blang/Examples.xtend
@@ -62,6 +62,7 @@ import blang.validation.internals.fixtures.DynamicNormalMixture
 import blang.distributions.NegativeBinomialMeanParam
 import blang.distributions.GammaMeanParam
 import blang.distributions.YuleSimon
+import blang.distributions.Pareto
 
 class Examples {
   
@@ -125,6 +126,15 @@ class Examples {
       realRealizationSquared
   )
   
+  public val pareto = add(
+    new Pareto.Builder()
+      .setScale(fixedReal(2.1))
+      .setShape(fixedReal(1.5))
+      .setRealization(latentReal)
+        .build, 
+    realRealizationSquared
+  )
+  
       
   public val bern = add(
     new Bernoulli.Builder()