sftMCosSimilarity: Compute soft cosine similarities for each pair of rows from...
In vh-d/RPortfolioSimilarity: Tools for clustering portfolios based on cosine similarity

Compute soft cosine similarities for each pair of rows from given matrix and given weights

1	sftMCosSimilarity(input_mat, weights)

`input_mat`	numeric input matrix
`weights`	numeric vector of weights

Soft cosine similarity allows accounting for (cor)relations between features.

Upper triangle matrix where {i, j} element is the cosine similarity of i-th and j-th row of the original matrix.

vh-d/RPortfolioSimilarity documentation built on Oct. 17, 2019, 3:11 a.m.

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