bahc: Filter Covariance and Correlation Matrices with Bootstrapped-Averaged Hierarchical Ansatz

A method to filter correlation and covariance matrices by averaging bootstrapped filtered hierarchical clustering. See Ch. Bongiorno and D. Challet, Covariance matrix filtering with bootstrapped hierarchies (2020) <arXiv:2003.05807>.

Version: 0.1.0
Depends: R (≥ 3.5.0), fastcluster, matrixStats
Published: 2020-03-19
Author: Christian Bongiorno and Damien Challet
Maintainer: Damien Challet <damien.challet at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: bahc results

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Reference manual: bahc.pdf
Package source: bahc_0.1.0.tar.gz
Windows binaries: r-prerelease: bahc_0.1.0.zip, r-release: bahc_0.1.0.zip, r-oldrel: bahc_0.1.0.zip
macOS binaries: r-prerelease: bahc_0.1.0.tgz, r-release: bahc_0.1.0.tgz, r-oldrel: bahc_0.1.0.tgz

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