tsBSS: Tools for Blind Source Separation for Time Series

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

Author
Markus Matilainen, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
Date of publication
2016-09-06 23:44:57
Maintainer
Markus Matilainen <markus.matilainen@utu.fi>
License
GPL (>= 2)
Version
0.2

View on CRAN

Man pages

FixNA
A Variant of SOBI for Blind Source Separation
gFOBI
Generalized FOBI
gJADE
Generalized JADE
tsBSS-package
Tools for Blind Source Separation for Time Series
vSOBI
A Variant of SOBI for Blind Source Separation

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