factorlasso
Sparse multi-asset factor model estimation with cluster-pooled sign derivation, hierarchical group LASSO (HCGL), adaptive penalty reweighting, and consistent factor covariance assembly
Version0.4.0
Downloads
10.38k
LicenseMIT
AuthorArtur Sepp
Downloads
Weekly, last 90d.
Includes CI traffic.
VersionsTotal0.*
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Stack: OffCI: Included2 / 27 series
Selected total20.75k
10.4kAll-time
3.1kLast 30 days
49Last 24 h
<0.01/sPer second
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Version distribution
Share of downloads by released version. Computed over the last quarter.
- 016.4%
0.2.2
667 downloadsDownloads6676.4% - 026.1%
0.3.0
632 downloadsDownloads6326.1% - 035.7%
0.1.11
596 downloadsDownloads5965.7% - 045.7%
0.1.7
592 downloadsDownloads5925.7% - 055.3%
0.1.5
546 downloadsDownloads5465.3% - 065.1%
0.3.1
529 downloadsDownloads5295.1% - 075.0%
0.1.12
520 downloadsDownloads5205.0% - 085.0%
0.1.8
518 downloadsDownloads5185.0% - 0955.7%
Other
5.8k downloadsDownloads5.8k55.7%
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