R Observatory: Metrics for bahc version 0.3.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

bahc

0.3.0Package record

Filter Covariance and Correlation Matrices with Bootstrapped-Averaged Hierarchical Ansatz

0packages depend

3.1Kdownloads / year

–test coverage

11/13flavors OK

Overview

About

Maintained by Damien ChalletCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("bahc", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-bahc

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-bahc

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-bahc

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

2NOTE11OK

Check messages

NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Maintainer: ‘Damien Challet <damien.challet@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Christian",
                      family = "Bongiorno",
                      role = "aut"),
               person(given = "Damien",
                      family = "Challet",
                      role = c("aut", "cre"),
                      email = "damien.challet@gmail.com"))
as necessary.

The Description field contains
  hierarchies (2020) <arXiv:2003.05807> and Ch. Bongiorno and D. Challet,
  cleaning (2020) <arXiv:2005.08703>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

CRAN check page ↗

Slowest check: 46 s · r-devel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTE2026-05-11
WARNING11 OK, 1 NOTE, 1 WARNING2026-05-10
NOTE9 OK, 5 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.3.0

READMENoVignettesNoNEWSYes · 67% structuredCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 2
Examples that run: 100%2 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

How these are measured

Downloads

3.1K

CRAN downloads in the past year

Rank #13,761 · ~9/day · ~259/mo

Releases R versions

Daily download trend is not available in this view yet.

28530 days

85490 days

3.1K1 year

Compare downloads with other packages →

Also on84 r2u12 autocran

How downloads are counted

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Installing bahc adds 2 packages (2 with compiled code, 406 KB of source tarballs). Heaviest: matrixStats 207 KB, fastcluster 199 KB.

Depends (3)

R >= 3.5.0fastcluster matrixStats

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (from the free-text Author field) (2)

Christian Bongiorno

Damien Challet

Maintainer since 0.1.0 (2020)

Releases (3)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.3.0Latest
record
2020-09-21 · current release · diff ↗
0.2.0
record
2020-05-15 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.1.0
record
2020-03-19
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2020-03-19
Total releases: 3 / 6 yrs
License: GPL
Minimum R: ≥ 3.5.0
Download size: 2.4 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("bahc")

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for bahc version 0.3.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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