Package: tsBSS
Type: Package
Title: Tools for Blind Source Separation for Time Series
Version: 0.1
Date: 2015-12-04
Author: Markus Matilainen, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
Maintainer: Markus Matilainen <markus.matilainen@utu.fi>
Depends: JADE
Imports: Rcpp (>= 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
Suggests: stochvol
Description: Different estimates are provided to solve the blind source separation problem for time series with stochastic volatility.
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2015-12-04 09:40:04 UTC; manmat
Repository: CRAN
Date/Publication: 2015-12-04 15:40:38