tsBSS: Tools for Blind Source Separation for Time Series

Different estimates are provided to solve the blind source separation problem for time series with stochastic volatility.

Version: 0.2
Depends: JADE
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
Suggests: stochvol
Published: 2016-09-06
Author: Markus Matilainen, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
Maintainer: Markus Matilainen <markus.matilainen at utu.fi>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: tsBSS results

Downloads:

Reference manual: tsBSS.pdf
Package source: tsBSS_0.2.tar.gz
Windows binaries: r-devel: tsBSS_0.2.zip, r-release: tsBSS_0.2.zip, r-oldrel: tsBSS_0.2.zip
OS X El Capitan binaries: r-release: tsBSS_0.2.tgz
OS X Mavericks binaries: r-oldrel: tsBSS_0.2.tgz
Old sources: tsBSS archive

Reverse dependencies:

Reverse imports: tensorBSS

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tsBSS to link to this page.