Software

Software

The members of our group regularly publish the source code used in their research.

• sharpeRratio (Damien Challet)
  CRAN
  A package for R to compute Sharpe ratios without using any moments

• SVN (Damien Challet)
  CRAN
  A package for R to infer Statistically Validated Networks

• Time-Irreversibility-Estimator (Christian Bongiorno)
  GitHub
  Measures entropy production from multivariate dynamical systems with gradient boosting.

• BAHC (Christian Bongiorno)
  Pypi
  Bootstrap Average Hierarchical Clustering – A Python package for filtering covariance matrices using hierarchical clustering and bootstrap aggregation.

• SVHC (Christian Bongiorno)
  GitHub
  Statistically Validated Hierarchical Clustering – An algorithm to extract statistically significant hierarchical subpartitions from clustering results.