Created
September 30, 2015 15:33
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Simple MonteCarlo simulation
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| ####### load required packages and ste seed ######## | |
| library(mc2d) #for PERT distribution | |
| library(ggplot2) #for plotting | |
| set.seed(1501) | |
| DDoS <- 10 #Number of DDoS attacks per year | |
| software_cost <- 100000 #Cost of new technology | |
| DDoS_new <- runif(n=1000,min=3,max=6) #Num of attacks after investment | |
| downtime_min <- 2 | |
| downtime_max <- 24 | |
| downtime_avg <- 6 | |
| downtime_cost <- 1000 | |
| brand_damage_min <- 50000 | |
| brand_damage_max <- 150000 | |
| ####### without investment ######## | |
| no_invest <- rpois(n=1000,DDoS) * (runif(n=1000,min=brand_damage_min, | |
| max=brand_damage_max) + | |
| rpert(1000,downtime_min,downtime_avg,downtime_max, | |
| 4)*downtime_cost) | |
| print(paste("Without investment Annualised Loss Expectancy at the 10th Percentile is", | |
| round(quantile(no_invest,.1),2),", ",round(median(no_invest,.1),2), | |
| " at the Median", "& ",round(quantile(no_invest,.9),2), | |
| " at the 90th Percentile")) | |
| ######## with investment ######## | |
| invest <- rpois(n=1000,DDoS_new) * (runif(n=1000,min=brand_damage_min, | |
| max=brand_damage_max) + | |
| rpert(1000,downtime_min,downtime_avg,downtime_max, | |
| 4)*downtime_cost) + software_cost | |
| print(paste("With investment Annualised Loss Expectancy at the 10th Percentile is", | |
| round(quantile(invest,.1),2),", ",round(median(invest,.1),2), | |
| " at the Median", "& ",round(quantile(invest,.9),2), | |
| " at the 90th Percentile")) | |
| ####### plot the distributions of the monte carlo simulations ####### | |
| ALE <- data.frame(investment = c(rep("Investment",1000),rep("No Investment",1000)), | |
| Cost=c(invest/100000,no_invest/100000)) | |
| ggplot(ALE,aes(x=Cost))+geom_density(aes(fill=factor(investment), | |
| colour=factor(investment)), | |
| alpha=0.4)+ | |
| scale_colour_manual("",values=c("Investment"="black","No Investment"="red"))+ | |
| scale_fill_manual("",values=c("Investment"="black","No Investment"="red"))+ | |
| xlab("Cost (£100,000)")+ | |
| ylab("Density")+ | |
| ggtitle("The Effect of an £100k Investment on Annualised Loss Expectancy") |
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