CRAN/E | fingraph

Q: What does the R-package 'fingraph' do?

Learning Graphs for Financial Markets

Installation

About

Learning graphs for financial markets with optimization algorithms. This package contains implementations of the algorithms described in the paper: Cardoso JVM, Ying J, and Palomar DP (2021) "Learning graphs in heavy-tailed markets", Advances in Neural Informations Processing Systems (NeurIPS).

github.com/convexfi/fingraph/
Bug report	File report

Key Metrics

Version	0.1.0
Published	2023-02-14 578 days ago
Needs compilation?	no
License	GPL-3
CRAN checks	fingraph results

Downloads

Yesterday	9 0%
Last 7 days	71 +69%
Last 30 days	243 +9%
Last 90 days	652 +11%
Last 365 days	2.496 +81%

Maintainer

Ze Vinicius

[email protected]

Authors

Ze Vinicius

cre / aut

Material

README
Reference manual
Package source

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-develnot available	x86_64
r-releasenot available	x86_64
r-oldrelnot available	x86_64

Depends

spectralGraphTopology

Imports

MASS
stats
progress
mvtnorm

Suggests

testthat