bss.components: Function to Extract Estimated Sources from an Object of Class...

In JADE: Blind Source Separation Methods Based on Joint Diagonalization and Some BSS Performance Criteria

Function to Extract Estimated Sources from an Object of Class bss

Description

Extracts the sources estimated by an bss method.

Usage

bss.components(object)

Arguments

object

object of class bss

Author(s)

Klaus Nordhausen

Examples

A<- matrix(rnorm(9),3,3)
s1 <- arima.sim(list(ar=c(0.3,0.6)),1000)
s2 <- arima.sim(list(ma=c(-0.3,0.3)),1000)
s3 <- arima.sim(list(ar=c(-0.8,0.1)),1000)

S <- cbind(s1,s2,s3)
X <- S %*% t(A)

res1<-AMUSE(X)
head(bss.components(res1))
colMeans(bss.components(res1))
cov(bss.components(res1))

JADE documentation built on Sept. 18, 2023, 1:06 a.m.