Package: tsBSS
Type: Package
Title: Blind Source Separation and Supervised Dimension Reduction for
        Time Series
Version: 1.0.1
Date: 2026-03-30
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: JADE (>= 2.0-2), ICtest (>= 0.3-7), BSSprep
Imports: Rcpp (>= 0.11.0), ICS (>= 1.4-2), 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: 2026-06-23 16:03:42 UTC; root
Author: Markus Matilainen [cre, aut] (ORCID:
        <https://orcid.org/0000-0002-5597-2670>), Christophe Croux
        [aut], Jari Miettinen [aut] (ORCID:
        <https://orcid.org/0000-0002-3270-7014>), Klaus Nordhausen
        [aut] (ORCID: <https://orcid.org/0000-0002-3758-8501>), Hannu
        Oja [aut], Sara Taskinen [aut] (ORCID:
        <https://orcid.org/0000-0001-9470-7258>), Joni Virta [aut]
        (ORCID: <https://orcid.org/0000-0002-2150-2769>)
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