Package: tsBSS
Type: Package
Title: Blind Source Separation and Supervised Dimension Reduction for
        Time Series
Version: 0.4.1
Date: 2018-05-04
Author: Markus Matilainen, Christophe Croux, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
Maintainer: Markus Matilainen <markus.matilainen@outlook.com>
Depends: ICtest, JADE
Imports: Rcpp (>= 0.11.0), forecast
LinkingTo: Rcpp, RcppArmadillo
Suggests: stochvol
Description: Different estimates are provided to solve the blind source separation problem for multivariate time series with stochastic volatility (Matilainen, Nordhausen and Oja (2015) <doi:10.1016/j.spl.2015.04.033>); Matilainen, Miettinen, Nordhausen, Oja and Taskinen (2017) <doi:10.17713/ajs.v46i3-4.671>) and supervised dimension reduction problem for multivariate time series (Matilainen, Croux, Nordhausen and Oja (2017) <doi:10.1016/j.ecosta.2017.04.002>).
License: GPL (>= 2)
LazyData: true
NeedsCompilation: yes
Packaged: 2018-05-04 12:06:23 UTC; manmat
Repository: CRAN
Date/Publication: 2018-05-04 13:08:08 UTC
