ssaBSS: Stationary Subspace Analysis

Stationary subspace analysis (SSA) is a blind source separation (BSS) variant where stationary components are separated from non-stationary components. Several SSA methods for multivariate time series are provided here (Flumian et al. (2021); Hara et al. (2010) <doi:10.1007/978-3-642-17537-4_52>) along with functions to simulate time series with time-varying variance and autocovariance (Patilea and Raissi(2014) <doi:10.1080/01621459.2014.884504>).

Package details

AuthorMarkus Matilainen [cre, aut] (<https://orcid.org/0000-0002-5597-2670>), Lea Flumian [aut], Klaus Nordhausen [aut] (<https://orcid.org/0000-0002-3758-8501>), Sara Taskinen [aut] (<https://orcid.org/0000-0001-9470-7258>)
MaintainerMarkus Matilainen <markus.matilainen@outlook.com>
LicenseGPL (>= 2)
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ssaBSS")

Try the ssaBSS package in your browser

Any scripts or data that you put into this service are public.

ssaBSS documentation built on April 12, 2021, 9:06 a.m.