Different estimates are provided to solve the blind source separation problem for multivariate time series with stochastic volatility and supervised dimension reduction problem for multivariate time series.
| Version: | 0.3 |
| Depends: | ICtest, JADE |
| Imports: | Rcpp (≥ 0.11.0) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | stochvol |
| Published: | 2017-07-03 |
| Author: | Markus Matilainen, Christophe Croux, 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_0.3.tar.gz |
| Windows binaries: | r-devel: tsBSS_0.3.zip, r-release: tsBSS_0.3.zip, r-oldrel: tsBSS_0.3.zip |
| OS X El Capitan binaries: | r-release: tsBSS_0.3.tgz |
| OS X Mavericks binaries: | r-oldrel: tsBSS_0.3.tgz |
| Old sources: | tsBSS archive |
| Reverse imports: | tensorBSS |
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