finbipartite: Learning Bipartite Graphs: Heavy Tails and Multiple Components

Learning bipartite and k-component bipartite graphs from financial datasets. This package contains implementations of the algorithms described in the paper: Cardoso JVM, Ying J, and Palomar DP (2022). <> "Learning bipartite graphs: heavy tails and multiple components, Advances in Neural Informations Processing Systems" (NeurIPS).

Version: 0.1.0
Depends: spectralGraphTopology, quadprog
Imports: MASS, stats, progress, mvtnorm, CVXR
Suggests: testthat, igraph
Published: 2023-02-22
DOI: 10.32614/CRAN.package.finbipartite
Author: Ze Vinicius [cre, aut]
Maintainer: Ze Vinicius <jvmirca at>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: finbipartite results


Reference manual: finbipartite.pdf


Package source: finbipartite_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): finbipartite_0.1.0.tgz, r-oldrel (arm64): finbipartite_0.1.0.tgz, r-release (x86_64): finbipartite_0.1.0.tgz, r-oldrel (x86_64): finbipartite_0.1.0.tgz


Please use the canonical form to link to this page.