And, might I hope, for a little sport?

I should not have doubted it for a moment sir!

This fine weather reminds me of the time I spent as the Empress's trade envoy to the market city of Argos, famed almost as much for the remarkable, if somewhat fragile, mechanical contraptions made by its artificers and the most reasonably priced jewellery sold by its goldsmiths as for its fashion for tiny writing implements. ]]>

This time we shall take a look at a clustering algorithm that uses nearest neighbours to identify clusters, contrasting it with the

When the Baron described the manner of play to me I immediately pointed out to him that it was Penney-Ante, which I recognised because one of my fellow students had recently employed it to enjoy a night at the tavern entirely at the expense of the rest of us! He was able to do so because it's an example of an intransitive wager in which the second player can always contrive to make a choice that will best the first player's. ]]>

The

Now I'd like to introduce some more clustering algorithms but there are a few things that we'll need first. ]]>

In particular we have been curious as to whether we might construct such a model using nought but Sir N-----'s law of universal gravitation, which posits that those bodies are attracted to one another with a force that is proportional to the product of their masses divided by the square of the distance between them, and laws of motion, which posit that a body will remain at rest or move with constant velocity if no force acts upon it, that if a force acts upon it then it will be accelerated at a rate proportional to that force divided by its mass in the direction of that force and that it in return exerts a force of equal strength in the opposite direction. ]]>

`ak`

library, taking inspiration from the C++ standard library. Now, JavaScript isn't just short of algorithms in its standard library, it's also lacking all but a few data structures. In fact, from the programmer's perspective, it only has hash maps which use a function to map strings to non-negative integers that are then used as indices into an array of sets of key-value pairs. Technically speaking, even arrays are hash maps of the string representation of their indices, although in practice the interpreter will use more efficient data structures whenever it can.As clever as its implementation might be, it's unlikely that it will always figure out exactly what we're trying to do and pick the most appropriate data structure and so it will occasionally be worth explicitly implementing a data structure so that we can be

The first such data structure that we're going to need is a min-heap which will allow us to efficiently add elements in any order and remove them in ascending order, according to some comparison function. ]]>

And will you also join me in a wager whilst you let the fire chase the chill from your bones?

Fine fellow! Stout fellow!

I have in mind a game that reminds me of my raid upon the vault of Heaven, which I mounted in order to make amends to the Empress for my failure to snatch the Amulet of Yendor from the inner circle of Hell. ]]>

Like all copulas they are effectively the CDFs of vector valued random variables whose elements are uniformly distributed when considered independently. Whilst those Archimedean CDFs were relatively trivial to implement, we found that their probability density functions, or PDFs, were somewhat more difficult and that the random variables themselves required some not at all obvious mathematical manipulation to get right.

Having done all the hard work implementing the

`ak.archimedeanCopula`

, `ak.archimedeanCopulaDensity`

and `ak.archimedeanCopulaRnd`

functions we shall now use them to implement some specific families of Archimedean copulas.
]]>
We have seen that the densities of Archimedean copulas are rather trickier to calculate and that making random observations of them is trickier still. Last time we found an algorithm for the latter, albeit with an implementation that had troubling performance and numerical stability issues, and in this post we shall add an improved version to the

`ak`

library that addresses those issues.
]]>
We proceeded to define functions of such numbers by applying operations of linear algebra to their

These are known as Archimedean copulas and are valid whenever

Whilst such copulas are relatively easy to implement we saw that their densities are a rather trickier job, in contrast to Gaussian copulas where the reverse is true. In this post we shall see how to draw random vectors from Archimedean copulas which is also much more difficult than doing so from Gaussian copulas. ]]>

Good man! Good man!

I propose a game that ever puts me in mind of my ill-fated expedition to recover for the glory of the Empress of Russia the priceless Amulet of Yendor from the very depths of Hell. ]]>

A key observation when figuring the fairness of this wager is that if both Sir R----- and the Baron cast greater than their present score then the state of play remains unchanged. We may therefore ignore such outcomes, provided that we adjust the probabilities of those that we have not to reflect the fact that we have done so. ]]>