Recursive bisection function to matlab from python

2017 2 17
1 个回答
更新时间：2018 6 20
3 次查看（30 天）

1 个投票

Hi,
Could some one help me to translate this code from python to matlab? (it's an intersting code develped by Marcos López de Prado)
def getRecBipart(cov,sortIx):
# Compute HRP alloc
w=pd.Series(1,index=sortIx)
cItems=[sortIx] # initialize all items in one section
while len(cItems)>0:
cItems=[i[j:k] for i in cItems for j,k in ((0,len(i)/2), len(i)/2,len(i))) if len(i)>1]
# bi-section
for i in xrange(0,len(cItems),2): # parse in pairs
cItems0=cItems[i] # section 1
cItems1=cItems[i+1] # section 2
cVar0=getClusterVar(cov,cItems0)
cVar1=getClusterVar(cov,cItems1)
alpha=1-cVar0/(cVar0+cVar1)
w[cItems0]*=alpha # weight 1
w[cItems1]*=1-alpha # weight 2
return w
The Tricky part is this one:
cItems=[i[j:k] for i in cItems for j,k in ((0,len(i)/2), len(i)/2,len(i))) if len(i)>1]
Is the part where he use the recursive.
Thank you! Best Regards
Cihan

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提问:

Cihan
Cihan
2017-2-17

回答：

Thomas
Thomas
2018-6-20

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