tsBSS: Blind Source Separation and Supervised Dimension Reduction for Time Series
Version 0.4

Different estimates are provided to solve the blind source separation problem for multivariate time series with stochastic volatility (Matilainen, Nordhausen and Oja (2015) ); Matilainen, Miettinen, Nordhausen, Oja and Taskinen (2017) ) and supervised dimension reduction problem for multivariate time series (Matilainen, Croux, Nordhausen and Oja (2017) ).

Package details

AuthorMarkus Matilainen, Christophe Croux, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
Date of publication2017-11-17 10:52:21 UTC
MaintainerMarkus Matilainen <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the tsBSS package in your browser

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

tsBSS documentation built on Nov. 18, 2017, 4:01 a.m.