vh-d/RPortfolioSimilarity: Tools for clustering portfolios based on cosine similarity

Toolbox for simulating financial portfolios, measuring their similarity and clustering analysis based cosine similarity

Getting started

Package details

AuthorVaclav Hausenblas
MaintainerVaclav Hausenblas <vencahaus@seznam.cz>
LicenseMIT
Version0.4.3
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("vh-d/RPortfolioSimilarity")
vh-d/RPortfolioSimilarity documentation built on Oct. 17, 2019, 3:11 a.m.