Man pages for vh-d/RPortfolioSimilarity
Tools for clustering portfolios based on cosine similarity
| aggSimilarity | Aggregate similarity |
| aggSimilarity_time | Aggregate similarity applied to a list |
| allPairs | Generate all possible pairs from a vector or a sequence of... |
| arcCosDist | arccos distance transformed to [0;1] scale |
| arcCosSimilarity | arccos distance transformed to [0;1] scale |
| cosine | generic cosine similarity function |
| mCosSimilarity | Compute cosine similarity for every pair of rows from given... |
| randMat | generate n x k random matrix, generic version |
| restRandMat | Generate random variation of a matrix keeping rows and cols... |
| restRandMatGamma | Generate random variation of a matrix keeping rows and cols... |
| restRandMatLNorm | Generate random variation of a matrix keeping rows and cols... |
| restRandMatUnif | Generate random variation of a matrix keeping rows and cols... |
| sftMCosSimilarity | Compute soft cosine similarities for each pair of rows from... |
| sftVCosSimilarity | Compute soft weighted cosine similarity of two numeric... |
| upperTMean | Mean of the upper triangle of given numerical matrix |
| vCosSimilarity | Compute cosine similarity of two numeric vectors |
| wtMCosSimilarity | Compute weighted cosine similarities for each pair of rows... |
| wtVCosSimilarity | Compute weighted cosine similarity of two numeric vectors |
