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tsBSS

1.0.1Package record

Blind Source Separation and Supervised Dimension Reduction for Time Series

2packages depend
4.3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 4.7 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-09-09
  • ERROR12 OK, 1 ERROR2026-09-04
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
Show 7 earlier changesHide 7 earlier changes
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK12 OK2026-04-25
  • NOTE13 OK, 1 NOTE2026-04-22
  • ERROR12 OK, 1 NOTE, 1 ERROR2026-04-18
  • NOTE10 OK, 4 NOTE2026-04-08
  • WARNING4 OK, 9 NOTE, 1 WARNING2026-04-03
  • NOTE14 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.0.1
READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Cites a JSS article
Help pages
18includes a package overview page
Examples that run
100%16 run in a plain check
Exported functions with examples
100%
Documented parameters
87%
Return-value docs
100%
Help pages citing references
89%

Downloads

4.3K
CRAN downloads in the past year
Rank #7,408 · ~12/day · ~362/mo
Daily download trend is not available in this view yet.
42730 days
1.2K90 days
4.3K1 year
Compare downloads with other packages →
Also on398 r2u2 autocran117 c2d4u

Dependencies

Declared dependencies
14 external dependencies (excludes base and recommended)

Installing tsBSS adds 61 packages (34 with compiled code, 51 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, patchwork 3.2 MB.

Imports (7)
LinkingTo (2)
Suggests (4)
Enhances (0)
none
Reverse dependencies
2direct
0indirect
Depends 1 · Imports 1
Depends, Imports or LinkingTo, most downloaded first

Datasets

People & History

People (7)
Maintainer since 0.1 (2015), Author
Author · added in 0.3
Author
Author · added in 0.5.0
Releases (16)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.1Latest
    record
    2026-04-02 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.0.0
    record
    2021-07-10 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 0.5.7
    record
    2021-04-01 · diff ↗
  • unarchivedReturned to CRAN
    2020-11-18
  • 0.5.6
    record
    2020-11-18 · diff ↗
  • archivedRemoved from CRAN
    2020-11-17
    check problems were not corrected in time Did not use Suggests conditionally
  • R
    R 4.0.0 released · 2020-04-24
  • 0.5.5
    record
    2019-10-14 · diff ↗
  • 0.5.4
    record
    2019-10-09 · diff ↗
  • 0.5.3
    record
    2019-09-03 · diff ↗
Show 14 earlier eventsHide 14 earlier events
  • R
    R 3.6.0 released · 2019-04-26
  • 0.5.2
    record
    2018-10-09 · diff ↗
  • 0.5.1
    record
    2018-06-25 · diff ↗
  • 0.5.0
    record
    2018-06-07 · diff ↗ ·
    added 6 exports
    AMUSEboot, AMUSEasymp, AMUSEladle, SOBIasymp, SOBIboot, SOBIladle
  • 0.4.1
    record
    2018-05-04 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 0.4
    record
    2017-11-17 · diff ↗ ·
    added 3 exports
    gSOBI, PVC, lbtest
  • 0.3.1
    record
    2017-08-18 · diff ↗
  • 0.3
    record
    2017-07-03 · diff ↗ ·
    added 1 export
    tssdr
  • R
    R 3.4.0 released · 2017-04-21
  • 0.2
    record
    2016-09-06 · diff ↗ ·
    added 1 export
    FixNA
  • R
    R 3.3.0 released · 2016-05-03
  • 0.1
    record
    2015-12-04
  • R
    R 3.2.0 released · 2015-04-16

Package metadata

First published
2015-12-04
Total releases
16 / 11 yrs
License
GPL (>= 2) OSI
Bundled data
31 KB / 2 files
Download size
74 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' entry:

citation("tsBSS")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v098.i15.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tsBSS version 1.0.1 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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