add pareto distribution

[gsgarbi]

[alexandrebouchard]

Thanks again, let me know when the conflicts are resolved.

[gsgarbi]

Alright, will do! Thanks!

On Mon, Nov 26, 2018, 14:47 Alexandre Bouchard <[email protected] wrote:

@alexandrebouchard requested changes on this pull request.

Thanks! Some minor changes proposed.

In src/main/java/blang/distributions/Pareto.bl https://github.com/UBC-Stat-ML/blangSDK/pull/113#discussion_r236457562:

@@ -0,0 +1,23 @@ +package blang.distributions +// Pareto distribution +// support: (scale, \infty)

+model Pareto {

• random RealVar realization

Please add comments for each random/param (see other built-in examples)

In src/main/java/blang/distributions/Generators.java https://github.com/UBC-Stat-ML/blangSDK/pull/113#discussion_r236457993:

@@ -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;

Simplify to

return new ParetoDistribution(generator(random), scale, shape).sample();

I think this pattern in this file is an artifact of some past debugging session. They could actually all be simplified.

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[alexandrebouchard]

Once the conflicts above are resolved and my above comments addressed I'm happy to merge that pull request.