gregversteeg/CorEx
CorEx or "Correlation Explanation" discovers a hierarchy of informative latent factors. This reference implementation has been superseded by other versions below.
PythonGPL-2.0
Issues
- 1
- 2
About the paper
#10 opened by fenss - 5
S&P500 data
#7 opened by paseman - 0
- 2
trianglation library missing
#8 opened by paseman - 0
MemoryError
#5 opened by ewysocka - 2
- 2
Continuous variables?
#2 opened by usptact - 1
Mean of empty slice
#1 opened by usptact