add pareto distribution

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)
   {

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)
+  }
+
+}

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") [

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()