tsBSS
cranv1.0.1Blind 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 o
License GPL (>= 2)0 versions1 maintainers10 deps121 weekly dl
https://CRAN.R-project.org/package=tsBSS55
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curl https://depscope.dev/api/check/cran/tsBSSFirst published · 2026-04-02 10:34:24
Last updated · 2026-04-02T09:10:02+00:00