{ "_id": "6aba4e1599f7aa8c6aa3feb8", "Package": "tsBSS", "Type": "Package", "Title": "Blind Source Separation and Supervised Dimension Reduction for\nTime Series", "Version": "1.0.1", "Date": "2026-03-30", "Authors@R": "c(person(given = \"Markus\", family = \"Matilainen\", role = c(\"cre\",\"aut\"),\nemail = \"markus.matilainen@outlook.com\", comment = c(ORCID = \"0000-0002-5597-2670\")),\nperson(given = \"Christophe\", family = \"Croux\", role = \"aut\"),\nperson(given = \"Jari\", family = \"Miettinen\", role = \"aut\", comment = c(ORCID = \"0000-0002-3270-7014\")),\nperson(given = \"Klaus\", family = \"Nordhausen\", role = c(\"aut\"), comment = c(ORCID = \"0000-0002-3758-8501\")),\nperson(given = \"Hannu\", family = \"Oja\", role = \"aut\"),\nperson(given = \"Sara\", family = \"Taskinen\", role = \"aut\", comment = c(ORCID = \"0000-0001-9470-7258\")),\nperson(given = \"Joni\", family = \"Virta\", role = \"aut\", comment = c(ORCID = \"0000-0002-2150-2769\")))", "Maintainer": "Markus Matilainen ", "Description": "Different estimators are provided to solve the blind\nsource separation problem for multivariate time series with\nstochastic volatility and supervised dimension reduction\nproblem for multivariate time series. Different functions based\non AMUSE and SOBI are also provided for estimating the\ndimension of the white noise subspace. The package is fully\ndescribed in Nordhausen, Matilainen, Miettinen, Virta and\nTaskinen (2021) .", "License": "GPL (>= 2)", "LazyData": "true", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-09-28 11:16:59 UTC", "User": "root" }, "Author": "Markus Matilainen [cre, aut] (ORCID:\n), Christophe Croux\n[aut], Jari Miettinen [aut] (ORCID:\n), Klaus Nordhausen\n[aut] (ORCID: ), Hannu\nOja [aut], Sara Taskinen [aut] (ORCID:\n), Joni Virta [aut]\n(ORCID: )", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-04-02 11:14:14 UTC", "RemoteUrl": "https://github.com/cran/tsBSS", "RemoteRef": "HEAD", "RemoteSha": "72a1534fe81d7a03347821d1a976eb66f51137e3", "_user": "cran", "_type": "src", "_file": "tsBSS_1.0.1.tar.gz", "_fileid": "https://r2.ropensci.org/8c4ec07c174f5d2a3da1c5fc740834c07b488b160016229e4064c86c273988d3", "_filesize": 478512, "_sha256": "8c4ec07c174f5d2a3da1c5fc740834c07b488b160016229e4064c86c273988d3", "_expires": "2027-01-06T11:22:59.000Z", "_created": "2026-09-28T11:16:59.000Z", "_published": "2026-09-28T11:23:01.296Z", "_jobs": [ { "job": 108903228719, "time": 169, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "10966953491" }, { "job": 108903228670, "time": 210, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "10965743902" }, { "job": 108903228823, "time": 173, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "10967018530" }, { "job": 108903228842, "time": 208, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "10965734036" }, { "job": 108901818460, "time": 251, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "10966887988" }, { "job": 108903228686, "time": 155, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "10966718366" }, { "job": 108903228896, "time": 293, "config": "windows-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "10965709269" }, { "job": 108903228834, "time": 222, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "10967013681" }, { "job": 108903228746, "time": 292, "config": "windows-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "10966454142" }, { "job": 108903228715, "time": 182, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "10966533730" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952", "_status": "success", "_upstream": "https://github.com/cran/tsBSS", "_commit": { "id": "72a1534fe81d7a03347821d1a976eb66f51137e3", "author": "Markus Matilainen ", "committer": "cran-robot ", "message": "version 1.0.1\n", "time": 1775128454 }, "_maintainer": { "name": "Markus Matilainen", "email": "markus.matilainen@outlook.com", "orcid": "0000-0002-5597-2670" }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "JADE", "version": ">= 2.0-2", "role": "Depends" }, { "package": "ICtest", "version": ">= 0.3-7", "role": "Depends" }, { "package": "BSSprep", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "Rcpp", "version": ">= 0.11.0", "role": "Imports" }, { "package": "ICS", "version": ">= 1.4-2", "role": "Imports" }, { "package": "forecast", "role": "Imports" }, { "package": "boot", "role": "Imports" }, { "package": "parallel", "role": "Imports" }, { "package": "xts", "role": "Imports" }, { "package": "zoo", "role": "Imports" }, { "package": "stochvol", "role": "Suggests" }, { "package": "MTS", "role": "Suggests" }, { "package": "tsbox", "role": "Suggests" }, { "package": "dr", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 2, "_updates": [ { "week": "2026-14", "n": 1 } ], "_tags": [ { "name": "1.0.1", "date": "2026-04-02" } ], "_stars": 4, "_contributors": [ { "user": "nenialitamsukram", "count": 4, "uuid": 36924083 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "followers": 630, "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 484, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/tsBSS" }, "_mentions": 1, "_searchresults": 0, "_topics": [ "openblas", "cpp" ], "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/tsBSS.html" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "0.1", "date": "2015-12-04" }, { "version": "0.2", "date": "2016-09-06" }, { "version": "0.3", "date": "2017-07-03" }, { "version": "0.3.1", "date": "2017-08-18" }, { "version": "0.4", "date": "2017-11-17" }, { "version": "0.4.1", "date": "2018-05-04" }, { "version": "0.5.0", "date": "2018-06-07" }, { "version": "0.5.1", "date": "2018-06-25" }, { "version": "0.5.2", "date": "2018-10-09" }, { "version": "0.5.3", "date": "2019-09-03" }, { "version": "0.5.4", "date": "2019-10-09" }, { "version": "0.5.5", "date": "2019-10-14" }, { "version": "0.5.6", "date": "2020-11-18" }, { "version": "0.5.7", "date": "2021-04-01" }, { "version": "1.0.0", "date": "2021-07-10" }, { "version": "1.0.1", "date": "2026-04-02" } ], "_exports": [ "AMUSEasymp", "AMUSEboot", "AMUSEladle", "FixNA", "gFOBI", "gJADE", "gSOBI", "lbtest", "PVC", "SOBIasymp", "SOBIboot", "SOBIladle", "tssdr", "vSOBI" ], "_datasets": [ { "name": "WeeklyReturnsData", "title": "Logarithmic Returns of Exchange Rates of 7 Currencies Against US Dollar", "object": "WeeklyReturnsData", "class": [ "mts", "ts", "matrix" ], "fields": [ "AUD", "CAD", "NOK", "SGD", "SEK", "CHF", "GBP" ], "rows": 605, "table": true, "tojson": true } ], "_help": [ { "page": "tsBSS-package", "title": "Blind Source Separation and Supervised Dimension Reduction for Time Series", "topics": [ "tsBSS-package" ] }, { "page": "AMUSEasymp", "title": "Second-order Separation Sub-White-Noise Asymptotic Testing with AMUSE", "topics": [ "AMUSEasymp", "AMUSEasymp.default", "AMUSEasymp.ts", "AMUSEasymp.xts", "AMUSEasymp.zoo" ] }, { "page": "AMUSEboot", "title": "Second-order Separation Sub-White-Noise Bootstrap Testing with AMUSE", "topics": [ "AMUSEboot", "AMUSEboot.default", "AMUSEboot.ts", "AMUSEboot.xts", "AMUSEboot.zoo" ] }, { "page": "AMUSEladle", "title": "Ladle Estimator to Estimate the Number of White Noise Components in SOS with AMUSE", "topics": [ "AMUSEladle", "AMUSEladle.default", "AMUSEladle.ts", "AMUSEladle.xts", "AMUSEladle.zoo" ] }, { "page": "bssvol-class", "title": "Class: bssvol", "topics": [ "bssvol", "plot.bssvol", "print.bssvol" ] }, { "page": "FixNA", "title": "The FixNA Method for Blind Source Separation", "topics": [ "FixNA", "FixNA.default", "FixNA.ts", "FixNA.xts", "FixNA.zoo" ] }, { "page": "gFOBI", "title": "Generalized FOBI", "topics": [ "gFOBI", "gFOBI.default", "gFOBI.ts", "gFOBI.xts", "gFOBI.zoo" ] }, { "page": "gJADE", "title": "Generalized JADE", "topics": [ "gJADE", "gJADE.default", "gJADE.ts", "gJADE.xts", "gJADE.zoo" ] }, { "page": "gSOBI", "title": "Generalized SOBI", "topics": [ "gSOBI", "gSOBI.default", "gSOBI.ts", "gSOBI.xts", "gSOBI.zoo" ] }, { "page": "lbtest", "title": "Modified Ljung-Box Test and Volatility Clustering Test for Time Series.", "topics": [ "lbtest", "print.lbtest" ] }, { "page": "PVC", "title": "A Modified Algorithm for Principal Volatility Component Estimator", "topics": [ "PVC", "PVC.default", "PVC.ts", "PVC.xts", "PVC.zoo" ] }, { "page": "SOBIasymp", "title": "Second-order Separation Sub-White-Noise Asymptotic Testing with SOBI", "topics": [ "SOBIasymp", "SOBIasymp.default", "SOBIasymp.ts", "SOBIasymp.xts", "SOBIasymp.zoo" ] }, { "page": "SOBIboot", "title": "Second-order Separation Sub-White-Noise Bootstrap Testing with SOBI", "topics": [ "SOBIboot", "SOBIboot.default", "SOBIboot.ts", "SOBIboot.xts", "SOBIboot.zoo" ] }, { "page": "SOBIladle", "title": "Ladle Estimator to Estimate the Number of White Noise Components in SOS with SOBI", "topics": [ "SOBIladle", "SOBIladle.default", "SOBIladle.ts", "SOBIladle.xts", "SOBIladle.zoo" ] }, { "page": "summary.tssdr", "title": "Summary of an Object of Class tssdr", "topics": [ "coef.summary.tssdr", "components.summary.tssdr", "plot.summary.tssdr", "print.summary.tssdr", "summary.tssdr" ] }, { "page": "tssdr", "title": "Supervised Dimension Reduction for Multivariate Time Series", "topics": [ "components.tssdr", "plot.tssdr", "print.tssdr", "tssdr", "tssdr.default", "tssdr.ts", "tssdr.xts", "tssdr.zoo" ] }, { "page": "vSOBI", "title": "A Variant of SOBI for Blind Source Separation", "topics": [ "vSOBI", "vSOBI.default", "vSOBI.ts", "vSOBI.xts", "vSOBI.zoo" ] }, { "page": "WeeklyReturnsData", "title": "Logarithmic Returns of Exchange Rates of 7 Currencies Against US Dollar", "topics": [ "WeeklyReturnsData" ] } ], "_rundeps": [ "boot", "BSSprep", "cli", "clue", "cluster", "colorspace", "cpp11", "crayon", "DBI", "dplyr", "farver", "forcats", "forecast", "fracdiff", "generics", "GGally", "ggplot2", "ggstats", "glue", "gtable", "hms", "ICS", "ICSNP", "ICtest", "isoband", "JADE", "labeling", "lattice", "lifecycle", "lmtest", "magrittr", "Matrix", "minqa", "mitools", "mvtnorm", "nlme", "nnet", "numDeriv", "patchwork", "pillar", "pkgconfig", "png", "prettyunits", "progress", "purrr", "R6", "RColorBrewer", "Rcpp", "RcppArmadillo", "RcppRoll", "rlang", "S7", "scales", "stringi", "stringr", "survey", "survival", "tibble", "tidyr", "tidyselect", "timeDate", "urca", "utf8", "vctrs", "viridisLite", "withr", "xts", "zoo" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.32+ds-5", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.32+ds-5", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "16-20260322-1ubuntu1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_score": 2.3802112417116064, "_indexed": true, "_nocasepkg": "tsbss", "_universes": [ "cran" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.1", "date": "2026-09-28T11:19:37.000Z", "distro": "resolute", "arch": "aarch64", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/3fa81dc5d130a80aa8f712566f7ad494ce32be424fd46b87d2c6095796c69012", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" }, { "r": "4.7.0", "os": "linux", "version": "1.0.1", "date": "2026-09-28T11:20:03.000Z", "distro": "resolute", "arch": "x86_64", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/ee89f8c5931de90f005464f584fdb6a253143d4f7ce534de68906582b2cfd6d6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" }, { "r": "4.6.1", "os": "linux", "version": "1.0.1", "date": "2026-09-28T11:19:38.000Z", "distro": "resolute", "arch": "aarch64", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/2f5a07bc48ca12b2445118e540a94eb1c0e751d00975eeec821b894351eac7d8", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" }, { "r": "4.6.1", "os": "linux", "version": "1.0.1", "date": "2026-09-28T11:19:58.000Z", "distro": "resolute", "arch": "x86_64", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/0a8d98deb4b3c3372284b078c0c3c7ca86ea30b71847ae9accc3a8b2cf348fa7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.1", "date": "2026-09-28T11:20:05.000Z", "arch": "emscripten", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/0fb8c7da557bbddc768a967d8bcc8d2b162c672c5f8d48620f7fc49b8c2ae4b2", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" }, { "r": "4.7.0", "os": "win", "version": "1.0.1", "date": "2026-09-28T11:21:13.000Z", "arch": "aarch64", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/928aacd13a83532820ed15efa886947ba3eb81bd01f56fa54106ae6f157b3c15", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" }, { "r": "4.7.0", "os": "win", "version": "1.0.1", "date": "2026-09-28T11:19:00.000Z", "arch": "x86_64", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/f9eba53469d1f978d3ed334dfad18a6263cf1da6038d29c2cdae9e20a8ae8374", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" }, { "r": "4.6.1", "os": "win", "version": "1.0.1", "date": "2026-09-28T11:21:11.000Z", "arch": "aarch64", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/8be11e7b516cb7b6dbffddfc7eb389f732acdc8ebe8aba9c8186974a8fa9557f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" }, { "r": "4.6.1", "os": "win", "version": "1.0.1", "date": "2026-09-28T11:18:52.000Z", "arch": "x86_64", "commit": "72a1534fe81d7a03347821d1a976eb66f51137e3", "fileid": "https://r2.ropensci.org/c8dbda17717689cec15fbe4cdc4307b8bc617191a9f9d2371065c4e29c43876d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/36414184952" } ] }