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.

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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Files in this package

tsBSS
tsBSS/inst
tsBSS/inst/ChangeLog
tsBSS/src
tsBSS/src/Makevars
tsBSS/src/tsBSS.cpp
tsBSS/src/tsBSS.h
tsBSS/src/Makevars.win
tsBSS/NAMESPACE
tsBSS/R
tsBSS/R/gJADE.R tsBSS/R/TIKwrap.R tsBSS/R/TIKlcwrap.R tsBSS/R/vSOBI.R tsBSS/R/gFOBI.R tsBSS/R/CKKwrap.R tsBSS/R/FixNA.R
tsBSS/MD5
tsBSS/DESCRIPTION
tsBSS/man
tsBSS/man/vSOBI.Rd tsBSS/man/gJADE.Rd tsBSS/man/gFOBI.Rd tsBSS/man/FixNA.Rd tsBSS/man/tsBSS-package.Rd

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