Recursive bisection function to matlab from python

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

Answer 1

[Thomas]

Did you ever get anywhere with this?