NormalizedPareto.java

/*******************************************************************************
 * gMix open source project - https://svs.informatik.uni-hamburg.de/gmix/
 * Copyright (C) 2014  SVS
 *
 * This program is free software: you can redistribute it and/or modify 
 * it under the terms of the GNU General Public License as published by 
 * the Free Software Foundation, either version 3 of the License, or 
 * (at your option) any later version.
 *  
 * This program is distributed in the hope that it will be useful, 
 * but WITHOUT ANY WARRANTY; without even the implied warranty of 
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the 
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License 
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 *******************************************************************************/
package userGeneratedContent.simulatorPlugIns.plugins.trafficSource;

import java.math.BigDecimal;
import java.security.SecureRandom;


public class NormalizedPareto {

	private final double ALPHA; // shape parameter
	private final double GAMMA;
	private final SecureRandom random = new SecureRandom();
	
	
	/**
	 * normalized Pareto distribution
	 * @param alpha the shape parameter
	 * @param avg avg result when drawing a sample
	 */
	public NormalizedPareto(double alpha, double avg) {
		if (alpha <= 0)
			throw new RuntimeException("alpha must be > 0");
		if (avg <= 0)
			throw new RuntimeException("avg must be > 0");
		this.ALPHA = alpha;
		this.GAMMA = 1d/(avg*(ALPHA-1d));
	}
	
	
	
	public double drawSample() {
		return (Math.pow(1d-random.nextDouble(), -1d/ALPHA) -1d)/GAMMA;
	}
	
	
	public static void main(String[] args) {
		int runs = 1000000;
		NormalizedPareto np = new NormalizedPareto(2d, 1.0d);
		BigDecimal sum = new BigDecimal("0.0");
		BigDecimal roundedSum = new BigDecimal("0.0");
		for (int i=0; i<runs; i++) {
			double sample = np.drawSample();
			sum = sum.add(new BigDecimal(""+sample));
			roundedSum = roundedSum.add(new BigDecimal(""+Math.round(sample))); 
		}
		System.out.println("avg of " +runs +" runs: " +sum.divide(new BigDecimal(""+runs), java.math.RoundingMode.HALF_UP)); 
		System.out.println("rounded avg of " +runs +" runs: " +roundedSum.divide(new BigDecimal(""+runs), java.math.RoundingMode.HALF_UP)); 
		
	} 

}