tsBSS (0.3.1)

Tools for Blind Source Separation and Supervised Dimension Reduction for Time Series.

http://cran.r-project.org/web/packages/tsBSS

Different estimates are provided to solve the blind source separation problem for multivariate time series with stochastic volatility and supervised dimension reduction problem for multivariate time series.

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

License: GPL (>= 2)

Uses: ICtest, JADE, Rcpp, stochvol

Released about 2 years ago.