tsBSS (0.4.1)

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 (Matilainen, Nordhausen and Oja (2015) ); Matilainen, Miettinen, Nordhausen, Oja and Taskinen (2017) ) and supervised dimension reduction problem for multivariate time series (Matilainen, Croux, Nordhausen and Oja (2017) ).

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

License: GPL (>= 2)

Uses: forecast, ICtest, JADE, Rcpp, stochvol

Released over 1 year ago.