Man pages for fingraph
Learning Graphs for Financial Markets

learn_connected_graphLaplacian matrix of a connected graph with Gaussian data...
learn_kcomp_heavytail_graphLaplacian matrix of a k-component graph with heavy-tailed...
learn_regular_heavytail_graphLaplacian matrix of a connected graph with heavy-tailed data...
fingraph documentation built on Feb. 16, 2023, 9:50 p.m.