buh.clust: Perform Hierarchical Clustering on Asset Correlations
In REN: Regularization Ensemble for Robust Portfolio Optimization
buh.clust R Documentation
Perform Hierarchical Clustering on Asset Correlations
Description
This function performs hierarchical clustering on asset correlations and returns the clustered groups.
Usage
buh.clust(x)
Arguments
x
A numeric matrix of asset returns.
Value
A list of asset clusters.
REN documentation built on Oct. 10, 2024, 5:06 p.m.
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| buh.clust | R Documentation |
Perform Hierarchical Clustering on Asset Correlations
Description
This function performs hierarchical clustering on asset correlations and returns the clustered groups.
Usage
buh.clust(x)
Arguments
x |
A numeric matrix of asset returns. |
Value
A list of asset clusters.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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