ssaBSS: Stationary Subspace Analysis
Stationary subspace analysis (SSA) is a blind source separation (BSS) variant where stationary components are separated from non-stationary components. Several SSA methods for multivariate time series are provided here (Flumian et al. (2021); Hara et al. (2010) <doi:10.1007/978-3-642-17537-4_52>) along with functions to simulate time series with time-varying variance and autocovariance (Patilea and Raissi(2014) <doi:10.1080/01621459.2014.884504>).
| Version: | 0.1.1 |
| Depends: | tsBSS (≥ 0.5.3),ICtest (≥ 0.3-4),JADE (≥ 2.0-2),BSSprep,ggplot2 |
| Imports: | xts,zoo |
| Published: | 2022-12-01 |
| DOI: | 10.32614/CRAN.package.ssaBSS |
| Author: | Markus Matilainen [cre, aut], Lea Flumian [aut], Klaus Nordhausen [aut], Sara Taskinen [aut] |
| Maintainer: | Markus Matilainen <markus.matilainen at outlook.com> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| CRAN checks: | ssaBSS results |
Documentation:
| Reference manual: | ssaBSS.html ,ssaBSS.pdf |
Downloads:
| Package source: | ssaBSS_0.1.1.tar.gz |
| Windows binaries: | r-devel:ssaBSS_0.1.1.zip, r-release:ssaBSS_0.1.1.zip, r-oldrel:ssaBSS_0.1.1.zip |
| macOS binaries: | r-release (arm64):ssaBSS_0.1.1.tgz, r-oldrel (arm64):ssaBSS_0.1.1.tgz, r-release (x86_64):ssaBSS_0.1.1.tgz, r-oldrel (x86_64):ssaBSS_0.1.1.tgz |
| Old sources: | ssaBSS archive |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=ssaBSSto link to this page.