Sample Pareto Generator

pareto.py

# -*- coding: utf-8 -*-
"""
Created on Sat Sep  7 07:20:11 2013

@author: justin
"""

import numpy as np
from matplotlib import pyplot as pp
import random
import math

class Pareto(object):

    def __init__(self, alpha, low, high):
        self.alpha = alpha
        self.low = low
        self.high = high
        self.rng = random.Random()

    def get_val(self):
        r = self.rng.random()
        numer = -1.0 * (r * math.pow(self.high, self.alpha) +
                        -1.0 * r * math.pow(self.low, self.alpha) +
                        -1.0 * math.pow(self.high, self.alpha))
        denom = math.pow(self.high, self.alpha) * math.pow(self.low, self.alpha)
        frac = numer / denom
        return(math.pow(frac, -1.0/self.alpha))


if __name__ == "__main__":
    length = 10000
    dams = 16
    dist = np.zeros([dams-2,length], dtype=np.int)
    ax = pp.axes()
    for dam in range(2,dams):
        p = Pareto(1.0, dams/2, dam*2)
        for d in range(length):
            dist[dam-2][d] = int(p.get_val()+0.5)
        print(np.mean(dist), np.median(dist))
        ax.plot(np.sort(dist[dam-2]))
    pp.show()