Package: bahc
Type: Package
Title: Filter Covariance and Correlation Matrices with
        Bootstrapped-Averaged Hierarchical Ansatz
Version: 0.1.0
Date: 2020-02-14
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. 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: 7.0.2
NeedsCompilation: no
Packaged: 2020-03-13 05:35:03 UTC; damien
Repository: CRAN
Date/Publication: 2020-03-19 14:10:05 UTC
