R Graphical Manual

Last data update: 2014.03.03

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Results 1 - 4 of 4 found.
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vSOBI (Package: tsBSS) :

The vSOBI method for blind source separation problem. It is used in case of time series with stochastic volatility. The method is a variant of SOBI, which is a method designed to separate ARMA sources.

● Data Source: CranContrib
● Keywords: multivariate, ts
● Alias: vSOBI, vSOBI.default, vSOBI.ts
● 0 images

gJADE (Package: tsBSS) :

The gJADE method for blind source separation problem. It is designed for time series with stochastic volatility. The method is a generalization of JADE, which is a method for blind source separation problem using only marginal information.

● Data Source: CranContrib
● Keywords: multivariate, ts
● Alias: gJADE, gJADE.default, gJADE.ts
● 0 images

gFOBI (Package: tsBSS) :

The gFOBI method for blind source separation problem. It is used in case of time series with stochastic volatility. The method is a generalization of FOBI, which is a method designed for iid data.

● Data Source: CranContrib
● Keywords: multivariate, ts
● Alias: gFOBI, gFOBI.default, gFOBI.ts
● 0 images

tsBSS-package (Package: tsBSS) :

Different estimates are provided to solve the blind source separation problem for time series with stochastic volatility.

● Data Source: CranContrib
● Keywords: multivariate, package, ts
● Alias: tsBSS-package
● 0 images