Implementation of linear CorEx and temporal CorEx.
machine-learningclusteringinformation-theoryunsupervised-learningtemporal-datacovariance-estimationcorex
-
Updated
Aug 17, 2021 - Python
#
corex
Here are 2 public repositories matching this topic...
Correlation Explanation applied to S&P 500 data.
-
Updated
Sep 29, 2017 - Python
Improve this page
Add a description, image, and links to the corex topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the corex topic, visit your repo's landing page and select "manage topics."