tsBSS: Tools for Blind Source Separation for Time Series
Version 0.2

Different estimates are provided to solve the blind source separation problem for time series with stochastic volatility.

Package details

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
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsBSS")

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tsBSS documentation built on May 29, 2017, 11:37 p.m.