hrp | Run hierarchical risk parity algorithms

 by   tschm Python Version: 0.1.8 License: MIT

kandi X-RAY | hrp Summary

kandi X-RAY | hrp Summary

hrp is a Python library. hrp has no bugs, it has no vulnerabilities, it has a Permissive License and it has low support. However hrp build file is not available. You can install using 'pip install hrp' or download it from GitHub, PyPI.

A recursive implementation of the Hierarchical Risk Parity (hrp) approach by Marcos Lopez de Prado. We take heavily advantage of the scipy.cluster.hierarchy package. Here's a simple example. For your convenience you can bypass the construction of the covariance and correlation matrix, the links and the node, e.g. the root of the tree (dendrogram). You may expect a weight series here but instead the hrp function returns a Cluster object. The Cluster simplifies all further post-analysis.
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            kandi-support Support

              hrp has a low active ecosystem.
              It has 11 star(s) with 13 fork(s). There are 2 watchers for this library.
              OutlinedDot
              It had no major release in the last 12 months.
              There are 0 open issues and 1 have been closed. There are 1 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of hrp is 0.1.8

            kandi-Quality Quality

              hrp has no bugs reported.

            kandi-Security Security

              hrp has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

            kandi-License License

              hrp is licensed under the MIT License. This license is Permissive.
              Permissive licenses have the least restrictions, and you can use them in most projects.

            kandi-Reuse Reuse

              hrp releases are available to install and integrate.
              Deployable package is available in PyPI.
              hrp has no build file. You will be need to create the build yourself to build the component from source.
              Installation instructions are not available. Examples and code snippets are available.

            Top functions reviewed by kandi - BETA

            kandi has reviewed hrp and discovered the below as its top functions. This is intended to give you an instant insight into hrp implemented functionality, and help decide if they suit your requirements.
            • Compute the risk parity between two clusters .
            • construct a cluster node from a list of ids
            • Compute the correlation matrix .
            • Compute the squared distance matrix .
            • Implementation of hrp .
            • Compute the linkage of a directed distribution .
            • Convert a list of links to a tree structure .
            • Compute the risk correlation between two nodes .
            • Plot a dendrogram .
            Get all kandi verified functions for this library.

            hrp Key Features

            No Key Features are available at this moment for hrp.

            hrp Examples and Code Snippets

            No Code Snippets are available at this moment for hrp.

            Community Discussions

            QUESTION

            Custom ripple effect (I want to use var inside my inline style)
            Asked 2020-Dec-14 at 00:16

            I have written this part of code for ripple effect on my image but it doesn't work. Can anyone help me to figure this out? I want to use var inside my inline style

            ...

            ANSWER

            Answered 2020-Dec-13 at 13:41

            this is correct format of your code

            Source https://stackoverflow.com/questions/65276288

            QUESTION

            Trying to Make a Sell Area for a ROBLOX Game
            Asked 2020-Dec-11 at 20:04

            I'm trying to make a sell area for my lobby for a ROBLOX game.

            Yet, whenever I step on the sell area (with points), I don't seem to get any cash and my points don't change.

            Please help?

            Here is my code:

            ...

            ANSWER

            Answered 2020-Dec-11 at 20:04

            In your code, you are storing the NumberValue objects into variables, and then overwriting those variables. You are not modifying the data stored in the variables.

            So when you use NumberValues, you need to explicitly set their Value property.

            Source https://stackoverflow.com/questions/65248355

            QUESTION

            ggplot2 Reorder Data that is in minutes:seconds Format
            Asked 2020-Sep-28 at 05:49

            The first five entries (out of twenty) of my dataset:

            ...

            ANSWER

            Answered 2020-Sep-28 at 05:49
            1. I think reorder have trouble working with Period object. We can arrange the factor levels according to the value of SDC to get bars in increasing orders.

            2. We can pass custom function for y-axis to get only minutes and seconds in labels.

            Source https://stackoverflow.com/questions/64096279

            QUESTION

            passing an additional parameter to a function when function is called via event i.e :Connect()
            Asked 2020-Jul-18 at 13:35

            I'm trying to convert my nameless function to work better using OOP and having some difficulty as I relied on a certain scope. Any suggestions, old and new code below:

            OLD CODE - WORKS

            ...

            ANSWER

            Answered 2020-Jul-18 at 13:35

            You can use a higher-order function that is called with portal and then returns a function which can use the parameter from the enclosing function:

            Source https://stackoverflow.com/questions/62969131

            QUESTION

            Remove Elements by Type from Lists in a Nested List
            Asked 2020-Mar-25 at 08:35

            I'm writing a function that takes a list of lists and is supposed to calculate the mean of each column in the list, but the first three spaces of the list are strings while the next six are the integers I'm averaging. I don't know how to remove all strings from the list of lists so that I can average just the integers. Here's my code so far:

            ...

            ANSWER

            Answered 2020-Mar-24 at 17:17

            Given that the first three elements are strings and the rest six are numbers,
            the following will give you the list of the averages:

            Source https://stackoverflow.com/questions/60835842

            QUESTION

            Improve performance using lua and Roblox Studio
            Asked 2019-Dec-28 at 20:14

            I have finally finished my first script using lua and Roblox studio. The goal was to have a set of tiles change colour when the player steps on it.

            Here is my code:

            ...

            ANSWER

            Answered 2019-Dec-26 at 14:30

            Minor change - move out the loop the construction of new BrickColor. Its value doesn't change across unaffected parts, no reasons to repeatedly create it.

            And see if printing lots of debugging information affects the performance, so comment out prints.

            Secondly, probably you should reorganize the grid of the blocks into two-dimentional array. So then you don't have to scan all the parts to find the ones that has the same X/Z coordinate. This also will give you the way to quickly find the closest brick, it's trivial on a regular grid.

            Source https://stackoverflow.com/questions/59488672

            QUESTION

            reset height set by function on window resize
            Asked 2019-Jun-06 at 00:22

            I have a two column layout, where every block has a different height according to the content inside it. I wrote some jquery lines that take every pair of blocks, and apply the greater of both heights to both blocks, and it works fine, but I need it to resize on windows resize, and I'm stuck on how to do this.

            I tried wrapping the function in a window.resize event but that didn't work at all. Once the page loads and the function runs one time, the heights don't change any more, so if I resize the window the content overflows.

            The html code of the layout:

            ...

            ANSWER

            Answered 2019-Jun-06 at 00:22

            You had the right idea with using the window.resize event. I suspect that you were running into the problem that, once the height values are set on page load, subsequent .height() attempts will return that first derived height1 value.

            Another issue might have been that you were caching height1 only on page load, so using it as-is (i.e. not recalculating it afresh) on resize will only ever set the heights to that first value.

            If you create a method for your resizing that both clears any previously set height values and recalculates the "natural" heights of the elements, it should work to dynamically maintain the row heights the way you're expecting.

            Source https://stackoverflow.com/questions/56469174

            QUESTION

            Merge two files by one column - awk
            Asked 2018-Aug-28 at 19:42

            I have two different scripts to merge files by one matching column.

            file1.tsv - 4 columns separated by tab

            ...

            ANSWER

            Answered 2018-Aug-28 at 19:42

            You might want to use the join command to join column 2 of the first file with column 1 of the second:

            Source https://stackoverflow.com/questions/52057225

            QUESTION

            pprof profile with julienschmidtrouter and benchmarks not profiling handler
            Asked 2017-Dec-02 at 10:28

            I am trying to profile my web server I wrote, but my pprof does not contain any data about the handler func.
            I am using the httprouter package by julienschmidt, and want to simply benchmark one of my handlers and see the pprof profile for that. For the benchmarking, I am using go-wrk

            I set up my web server and pprof like this:

            ...

            ANSWER

            Answered 2017-Dec-02 at 10:28

            So, I finally found the problem!

            If you are using a custom mux for handling your requests, you need to register the pprof handler to your mux, in order to get the profiling right:

            Source https://stackoverflow.com/questions/47452471

            QUESTION

            groovy "...".execute() works on windows but fails on linux
            Asked 2017-Sep-24 at 09:47

            while this line works fine on windows on my linux box it returns exit code 1.

            ...

            ANSWER

            Answered 2017-Sep-23 at 19:53

            Indeed it is some file writing issue so I need gnuplot to pipe its outout to stdout and then consume it from my groovy script where I read the outputstream and then save it to a file:

            Source https://stackoverflow.com/questions/46377884

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install hrp

            You can install using 'pip install hrp' or download it from GitHub, PyPI.
            You can use hrp like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

            Support

            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
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            https://github.com/tschm/hrp.git

          • CLI

            gh repo clone tschm/hrp

          • sshUrl

            git@github.com:tschm/hrp.git

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