Blind Source Separation and Supervised Dimension Reduction for Time Series
Overview
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
- 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
Documentation
- 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
Dependencies
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.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.0.1Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.0.02021-07-10 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.5.72021-04-01 · diff ↗
- unarchivedReturned to CRAN2020-11-18
- 0.5.62020-11-18 · diff ↗
- archivedRemoved from CRAN2020-11-17check problems were not corrected in time Did not use Suggests conditionally
- RR 4.0.0 released · 2020-04-24
- 0.5.52019-10-14 · diff ↗
- 0.5.42019-10-09 · diff ↗
- 0.5.32019-09-03 · diff ↗
Show 14 earlier eventsHide 14 earlier events
- RR 3.6.0 released · 2019-04-26
- 0.5.22018-10-09 · diff ↗
- 0.5.12018-06-25 · diff ↗
- 0.5.02018-06-07 · diff ↗ ·
added 6 exports
AMUSEboot, AMUSEasymp, AMUSEladle, SOBIasymp, SOBIboot, SOBIladle - 0.4.12018-05-04 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.4
- 0.3.12017-08-18 · diff ↗
- 0.3
- RR 3.4.0 released · 2017-04-21
- 0.2
- RR 3.3.0 released · 2016-05-03
- 0.12015-12-04
- RR 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
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.
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.