Learning Graphs for Financial Markets

Documentation for package ‘fingraph’ version 0.1.0

learn_connected_graph	Laplacian matrix of a connected graph with Gaussian data Computes the Laplacian matrix of a graph on the basis of an observed data matrix, where we assume the data to be Gaussian distributed.
learn_kcomp_heavytail_graph	Laplacian matrix of a k-component graph with heavy-tailed data Computes the Laplacian matrix of a graph on the basis of an observed data matrix, where we assume the data to be Student-t distributed.
learn_regular_heavytail_graph	Laplacian matrix of a connected graph with heavy-tailed data Computes the Laplacian matrix of a graph on the basis of an observed data matrix, where we assume the data to be Student-t distributed.