| Name : R-bahc
| |
| Version : 0.3.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:27:35
|
| Group : Development/Libraries/Other
| Source RPM : R-bahc-0.3.0-lp153.2.13.src.rpm
|
| Size : 0.02 MB
| |
| Packager : (none)
| |
| Summary : Filter Covariance and Correlation Matrices with Bootstrapped-Averaged Hierarchical Ansatz
|
Description :
A method to filter correlation and covariance matrices by averaging
bootstrapped filtered hierarchical clustering and boosting. See Ch.
Bongiorno and D. Challet, Covariance matrix filtering with bootstrapped
hierarchies (2020) < arXiv:2003.05807> and Ch. Bongiorno and D. Challet,
Reactive Global Minimum Variance Portfolios with k-BAHC covariance
cleaning (2020) < arXiv:2005.08703>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
