tsBSS: 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.

Install the latest version of this package by entering the following in R:
install.packages("tsBSS")
AuthorMarkus Matilainen, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
Date of publication2016-09-06 23:44:57
MaintainerMarkus Matilainen <markus.matilainen@utu.fi>
LicenseGPL (>= 2)
Version0.2

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Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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