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fix(optimization): hrp tolerates asymmetric correlations (v0.5.1)#34

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hamid-arian merged 1 commit into
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fix/hrp-asymmetric-distance
Jun 20, 2026
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fix(optimization): hrp tolerates asymmetric correlations (v0.5.1)#34
hamid-arian merged 1 commit into
mainfrom
fix/hrp-asymmetric-distance

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hrp() symmetrizes the correlation-distance matrix before hclust, fixing 'Distance matrix should be symmetric' on real sample covariances (found via the portfolio-construction tutorial). Adds a regression test. Bumps to 0.5.1.

@hamid-arian hamid-arian merged commit 97b0625 into main Jun 20, 2026
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@hamid-arian hamid-arian deleted the fix/hrp-asymmetric-distance branch June 20, 2026 03:28
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