Package: bahc
Type: Package
Title: Filter Covariance and Correlation Matrices with
        Bootstrapped-Averaged Hierarchical Ansatz
Version: 0.2.0
Date: 2020-05-16
Author: Christian Bongiorno and Damien Challet
Maintainer: Damien Challet <damien.challet@gmail.com>
Description: A method to filter correlation and covariance matrices by averaging 
     bootstrapped filtered hierarchical clustering. Now with boosting. See Ch. Bongiorno and D. Challet, 
     Covariance matrix filtering with bootstrapped hierarchies (2020) <arXiv:2003.05807>.
License: GPL
Depends: R (>= 3.5.0), fastcluster, matrixStats
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.0
NeedsCompilation: no
Packaged: 2020-05-15 07:37:19 UTC; damien
Repository: CRAN
Date/Publication: 2020-05-15 08:00:02 UTC
