tsBSS
Blind Source Separation and Supervised Dimension Reduction for Time Series
Different estimators 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. Different functions based on AMUSE and SOBI are also provided for estimating the dimension of the white noise subspace. The package is fully described in Nordhausen, Matilainen, Miettinen, Virta and Taskinen (2021) <doi:10.18637/jss.v098.i15>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | tsBSS_1.0.1.tar.gz |
390.6 KiB |
1.0.1 |
rolling linux/noble R-4.5 | tsBSS_1.0.1.tar.gz |
396.5 KiB |
1.0.1 |
rolling source/ R- | tsBSS_1.0.1.tar.gz |
74.5 KiB |
1.0.1 |
latest linux/jammy R-4.5 | tsBSS_1.0.1.tar.gz |
390.6 KiB |
1.0.1 |
latest linux/noble R-4.5 | tsBSS_1.0.1.tar.gz |
396.5 KiB |
1.0.1 |
latest source/ R- | tsBSS_1.0.1.tar.gz |
74.5 KiB |
1.0.1 |
2026-04-26 source/ R- | tsBSS_1.0.1.tar.gz |
74.5 KiB |
1.0.1 |
2026-04-23 source/ R- | tsBSS_1.0.1.tar.gz |
74.5 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | tsBSS_1.0.1.zip |
722.7 KiB |
1.0.0 |
2025-04-20 source/ R- | tsBSS_1.0.0.tar.gz |
71.6 KiB |