Other packages > Find by keyword >

bahc  

Filter Covariance and Correlation Matrices with Bootstrapped-Averaged Hierarchical Ansatz
View on CRAN: Click here


Download and install bahc package within the R console
Install from CRAN:
install.packages("bahc")

Install from Github:
library("remotes")
install_github("cran/bahc")

Install by package version:
library("remotes")
install_version("bahc", "0.3.0")



Attach the package and use:
library("bahc")
Maintained by
Damien Challet
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-19
Latest Update: 2020-09-21
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) and Ch. Bongiorno and D. Challet, Reactive Global Minimum Variance Portfolios with k-BAHC covariance cleaning (2020) .
How to cite:
Damien Challet (2020). bahc: Filter Covariance and Correlation Matrices with Bootstrapped-Averaged Hierarchical Ansatz. R package version 0.3.0, https://cran.r-project.org/web/packages/bahc. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2020-03-19 15:10), 0.2.0 (2020-05-15 10:00)
Other packages that cited bahc R package
View bahc citation profile
Other R packages that bahc depends, imports, suggests or enhances
Complete documentation for bahc
Functions, R codes and Examples using the bahc R package
Some associated functions: filterCorrelation . filterCovariance . 
Some associated R codes: main.R .  Full bahc package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  
composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency  
tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA