Different estimates are provided to solve the blind source separation problem for time series with stochastic volatility.
Version: | 0.2 |
Depends: | JADE |
Imports: | Rcpp (≥ 0.11.0) |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | stochvol |
Published: | 2016-09-06 |
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_0.2.tar.gz |
Windows binaries: | r-devel: tsBSS_0.2.zip, r-release: tsBSS_0.2.zip, r-oldrel: tsBSS_0.2.zip |
OS X Mavericks binaries: | r-release: tsBSS_0.2.tgz, r-oldrel: tsBSS_0.2.tgz |
Old sources: | tsBSS archive |
Reverse imports: | tensorBSS |
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