Package: tsBSS
Type: Package
Title: Blind Source Separation and Supervised Dimension Reduction for
        Time Series
Version: 0.5.7
Date: 2021-03-31
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 (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>). Different functions based on AMUSE and SOBI are also provided for estimating the dimension of the white noise subspace.
License: GPL (>= 2)
LazyData: true
NeedsCompilation: yes
Packaged: 2021-04-01 14:42:44 UTC; manmat
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: 2021-04-01 21:40:03 UTC
