adknudson / adknudson/NearestCorrelationMatrix.jl
Add support for fixed correlation values
Abierto
- Lenguaje dominante
- Julia
- Estrellas
- 9
- Forks
- 1
- Merge medio
- 2 d 12 h
- PR fusionados (30 d)
- 3
Descripción
Some correlation matrices require certain elements to be fixed. I believe the alternating projects algorithm supports this by simply setting the fixed elements to their original values after every projection. Not all algorithms must support this, and ones that do not should give the user a warning.
Guía de contribución
No hay ninguna guía de contribución indexada para este repositorio
Evaluación
Este issue todavía no se ha evaluado.