c(person(given = "Max",
family = "Kuhn",
role = c("aut", "cre"),
email = "max@rstudio.com",
comment = c(ORCID = "0000-0003-2402-136X")),
person(given = "RStudio",
role = "cph"))
Tree- and rule-based models can be bagged using this package
and their predictions equations are stored in an efficient format to
reduce the model objects size and speed.
butcher, C50, dials, dplyr, earth, furrr, generics, hardhat
(>= 0.1.4), magrittr, purrr, rlang, rpart, rsample, tibble,
tidyr, utils, withr
AmesHousing, covr, modeldata, recipes, rmarkdown, spelling,
testthat, yardstick

c(
person("Max", "Kuhn", , "max@rstudio.com", role = c("aut", "cre"),
comment = c(ORCID = "0000-0003-2402-136X")),
person("RStudio", role = c("cph", "fnd"))
)
Tree- and rule-based models can be bagged
(<doi:10.1007/BF00058655>) using this package and their predictions
equations are stored in an efficient format to reduce the model
objects size and speed.
butcher, C50, dials, dplyr, earth, furrr, generics, hardhat
(>= 1.1.0), magrittr, purrr, rlang, rpart, rsample, tibble,
tidyr, utils, withr
AmesHousing, covr, modeldata, recipes, rmarkdown, spelling,
testthat (>= 3.0.0), yardstick
Max Kuhn [aut, cre] (<https://orcid.org/0000-0003-2402-136X>),
RStudio [cph, fnd]

Filter Covariance and Correlation Matrices with
Bootstrapped-Averaged Hierarchical Ansatz
A method to filter correlation and covariance matrices by averaging
bootstrapped filtered hierarchical clustering. See Ch. Bongiorno and D. Challet,
Covariance matrix filtering with bootstrapped hierarchies (2020) <arXiv:2003.05807>.

A method to filter correlation and covariance matrices by averaging
bootstrapped filtered hierarchical clustering. Now with boosting. See Ch. Bongiorno and D. Challet,
Covariance matrix filtering with bootstrapped hierarchies (2020) <arXiv:2003.05807>.

A method to filter correlation and covariance matrices by averaging
bootstrapped filtered hierarchical clustering and boosting. See Ch. Bongiorno and D. Challet,
Covariance matrix filtering with bootstrapped hierarchies (2020) <arXiv:2003.05807> and
Ch. Bongiorno and D. Challet, Reactive Global Minimum Variance Portfolios with k-BAHC covariance cleaning
(2020) <arXiv:2005.08703>.