Statistical Software
 Robust Multivariate Ridge and Linear Regression with Bootstrap
 Stock Market Simulator
 Simulation of Clustered Data

Produces simulated clusters.
 Description:
The seed routine creates a cluster of 1000 points, saved in cluster.txt: each row
corresponds to a point; the
first column is the cluster number, and the next two columns are the x and y coordinates. The cluster number
is automatically incremented each time a new call to seed is made, resulting in the creation of a new cluster.
The distance routine computes the distance between two points, for 100
points randomly selected in the data set previously created (cluster.txt). The output
is a file dist.txt, with one row per pair of points, with two fields: the first column
is an indicator and is equal to 1 if both points belong to the same cluster; the second column is the distance between the
two points. This script illustrates how to check whether a data
set contains one or two clusters by looking at the distribution of distances: a gap
in the distribution means the presence of distinct clusters. It also
suggests that the computational complexity of computing whether a data set contains
one of more clusters is well below O(n), possibly O(n^{0.5}), if
one uses sampling techniques.
 Perl source code (77 lines)
