{"id":16744909,"url":"https://github.com/open-risk/correlationmatrix","last_synced_at":"2025-07-04T11:05:43.562Z","repository":{"id":62564928,"uuid":"172367772","full_name":"open-risk/correlationMatrix","owner":"open-risk","description":"correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations","archived":false,"fork":false,"pushed_at":"2024-12-17T19:23:40.000Z","size":8400,"stargazers_count":14,"open_issues_count":0,"forks_count":6,"subscribers_count":2,"default_branch":"master","last_synced_at":"2025-04-10T14:03:17.624Z","etag":null,"topics":["correlation-analysis","correlation-matrices","data-analysis","data-science","statistics"],"latest_commit_sha":null,"homepage":"https://www.openriskmanagement.com","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"apache-2.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/open-risk.png","metadata":{"files":{"readme":"README.md","changelog":"CHANGELOG.rst","contributing":null,"funding":null,"license":"LICENSE.txt","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2019-02-24T17:29:35.000Z","updated_at":"2025-01-31T13:38:26.000Z","dependencies_parsed_at":"2024-12-17T20:23:07.723Z","dependency_job_id":"23937157-0028-4f9a-9d00-211c0ff71472","html_url":"https://github.com/open-risk/correlationMatrix","commit_stats":{"total_commits":17,"total_committers":1,"mean_commits":17.0,"dds":0.0,"last_synced_commit":"07e38f0beb85ed2d4bd45b0bcc38aa608d8810d9"},"previous_names":[],"tags_count":1,"template":false,"template_full_name":null,"purl":"pkg:github/open-risk/correlationMatrix","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/open-risk%2FcorrelationMatrix","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/open-risk%2FcorrelationMatrix/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/open-risk%2FcorrelationMatrix/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/open-risk%2FcorrelationMatrix/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/open-risk","download_url":"https://codeload.github.com/open-risk/correlationMatrix/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/open-risk%2FcorrelationMatrix/sbom","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":263499193,"owners_count":23476021,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["correlation-analysis","correlation-matrices","data-analysis","data-science","statistics"],"created_at":"2024-10-13T01:44:19.211Z","updated_at":"2025-07-04T11:05:43.533Z","avatar_url":"https://github.com/open-risk.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"Intro\n=========================\n\ncorrelationMatrix is a Python powered library for the statistical analysis and visualization of correlation \nphenomena. It can be used to analyze any dataset that captures timestamped values (timeseries) \nThe present use cases focus on typical analysis of market correlations, e.g., via factor models\n\nYou can use correlationMatrix to\n\n- Estimate correlation matrices from historical timeseries using a variety of models\n- Visualize correlation matrices\n- Manipulate correlation matrices (stress matrices, fix problematic matrices etc)\n- Provide standardized data sets for testing\n\n\nKey Information\n================\n\n* Author: [Open Risk](http://www.openriskmanagement.com)\n* License: Apache 2.0\n* Mathematical Documentation: [Open Risk Manual](https://www.openriskmanual.org/wiki/Correlation_Matrix)\n* Development website: [Github](https://github.com/open-risk/correlationMatrix)\n* General Discussions: [Open Risk Commons](https://www.openriskcommons.org/c/open-source/correlationmatrix/26)\n\n\n**NB: correlationMatrix is still in active development. If you encounter issues please raise them in our\nGitHub repository**\n\n\nExamples\n========\n\nThe examples directory contains examples illustrating the current functionality\n\nDisplay correlation matrix\n\n![image](examples/vandermonde.png)\n\nDisplay dependency dendrogram\n\n![image](examples/dendrogram.png)\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fopen-risk%2Fcorrelationmatrix","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fopen-risk%2Fcorrelationmatrix","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fopen-risk%2Fcorrelationmatrix/lists"}