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adknudson/NearestCorrelationMatrix.jl

Compute the nearest correlation matrix using a pure Julia implementation

JuliaStars 9Forks 1Watchers 9Open issues 3License MIT License
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仓库信息
Owneradknudson
Homepage—
GitHubhttps://github.com/adknudson/NearestCorrelationMatrix.jl
Last pushed2025-06-12
Last updated2025-12-14
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