tsBSS (0.2)

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.

Maintainer: Markus Matilainen
Author(s): Markus Matilainen, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen

License: GPL (>= 2)

Uses: JADE, Rcpp, stochvol

Released over 3 years ago.