DESCRIPTION

Package: fingraph
Title: Learning Graphs for Financial Markets
Version: 0.1.0
Date: 2023-02-02
Description: Learning graphs for financial markets with optimization algorithms.
    This package contains implementations of the algorithms described in the paper:
    Cardoso JVM, Ying J, and Palomar DP (2021) <https://papers.nips.cc/paper/2021/hash/a64a034c3cb8eac64eb46ea474902797-Abstract.html>
    "Learning graphs in heavy-tailed markets", Advances in Neural Informations Processing Systems (NeurIPS).
Authors@R: c(
  person("Ze", "Vinicius", role = c("cre", "aut"), email = "jvmirca@gmail.com"),
  person("Daniel", "Palomar", role = c("cre", "aut"), email = "daniel.p.palomar@gmail.com"),
  )
URL: https://github.com/convexfi/fingraph/
BugReports: https://github.com/convexfi/fingraph/issues
License: GPL-3
Encoding: UTF-8
Depends: spectralGraphTopology
Imports:
    MASS,
    stats,
    progress,
    mvtnorm
Suggests:
    testthat
RoxygenNote: 7.1.1
VignetteBuilder:
    knitr,
    rmarkdown,
    R.rsp