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.

Version: 0.1
Depends: JADE
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
Suggests: stochvol
Published: 2015-12-04
Author: Markus Matilainen, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
Maintainer: Markus Matilainen <markus.matilainen at utu.fi>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: tsBSS results


Reference manual: tsBSS.pdf
Package source: tsBSS_0.1.tar.gz
Windows binaries: r-devel: tsBSS_0.1.zip, r-release: tsBSS_0.1.zip, r-oldrel: tsBSS_0.1.zip
OS X Snow Leopard binaries: r-release: tsBSS_0.1.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: tsBSS_0.1.tgz