Package: tsBSS
Type: Package
Title: Blind Source Separation and Supervised Dimension Reduction for
        Time Series
Version: 1.0.0
Date: 2021-07-09
Authors@R: 
    c(person(given = "Markus", family = "Matilainen", role = c("cre","aut"),
             email = "markus.matilainen@outlook.com", comment = c(ORCID = "0000-0002-5597-2670")),
      person(given = "Christophe", family = "Croux", role = "aut"),
      person(given = "Jari", family = "Miettinen", role = "aut", comment = c(ORCID = "0000-0002-3270-7014")),
      person(given = "Klaus", family = "Nordhausen", role = c("aut"), comment = c(ORCID = "0000-0002-3758-8501")),
      person(given = "Hannu", family = "Oja", role = "aut"),
      person(given = "Sara", family = "Taskinen", role = "aut", comment = c(ORCID = "0000-0001-9470-7258")),
	  person(given = "Joni", family = "Virta", role = "aut", comment = c(ORCID = "0000-0002-2150-2769")))		 
Maintainer: Markus Matilainen <markus.matilainen@outlook.com>
Depends: ICtest (>= 0.3-2), JADE (>= 2.0-2), BSSprep
Imports: Rcpp (>= 0.11.0), forecast, boot, parallel, xts, zoo
LinkingTo: Rcpp, RcppArmadillo
Suggests: stochvol, MTS, tsbox, dr
Description: 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>.
License: GPL (>= 2)
LazyData: true
NeedsCompilation: yes
Packaged: 2021-07-09 19:21:54 UTC; knordhau
Author: Markus Matilainen [cre, aut] (<https://orcid.org/0000-0002-5597-2670>),
  Christophe Croux [aut],
  Jari Miettinen [aut] (<https://orcid.org/0000-0002-3270-7014>),
  Klaus Nordhausen [aut] (<https://orcid.org/0000-0002-3758-8501>),
  Hannu Oja [aut],
  Sara Taskinen [aut] (<https://orcid.org/0000-0001-9470-7258>),
  Joni Virta [aut] (<https://orcid.org/0000-0002-2150-2769>)
Repository: CRAN
Date/Publication: 2021-07-10 08:40:02 UTC
Built: R 4.1.3; x86_64-w64-mingw32; 2023-04-17 19:39:57 UTC; windows
Archs: i386, x64
