Filter Covariance and Correlation Matrices with Bootstrapped-Averaged Hierarchical Ansatz R package bahc version 0.3.0 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>. Software Depends: R (>= 3.5.0), fastcluster, matrixStats Damien Challet <damien.challet@gmail.com> Comprehensive R Archive Network (CRAN) Christian Bongiorno and Damien Challet GPL 2020-09-21 application/tgz https://CRAN.R-project.org/package=bahc doi:10.32614/CRAN.package.bahc