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:
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