Function to Extract Estimated Sources from an Object of Class bss

Description

Extracts the sources estimated by an bss method.

Usage

bss.components(object)

Arguments

Author(s)

Klaus Nordhausen

Examples

A<- matrix(rnorm(9),3,3)
s1 <- arima.sim(list(ar=c(0.3,0.6)),1000)
s2 <- arima.sim(list(ma=c(-0.3,0.3)),1000)
s3 <- arima.sim(list(ar=c(-0.8,0.1)),1000)

S <- cbind(s1,s2,s3)
X <- S %*% t(A)

res1<-AMUSE(X)
head(bss.components(res1))
colMeans(bss.components(res1))
cov(bss.components(res1))

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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Type 'license()' or 'licence()' for distribution details.

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Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(JADE)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/JADE/bss.components.Rd_%03d_medium.png", width=480, height=480)
> ### Name: bss.components
> ### Title: Function to Extract Estimated Sources from an Object of Class
> ###   bss
> ### Aliases: bss.components
> ### Keywords: multivariate
> 
> ### ** Examples
> 
> A<- matrix(rnorm(9),3,3)
> s1 <- arima.sim(list(ar=c(0.3,0.6)),1000)
> s2 <- arima.sim(list(ma=c(-0.3,0.3)),1000)
> s3 <- arima.sim(list(ar=c(-0.8,0.1)),1000)
> 
> S <- cbind(s1,s2,s3)
> X <- S %*% t(A)
> 
> res1<-AMUSE(X)
> head(bss.components(res1))
        Series 1   Series 2   Series 3
[1,] -0.03132125  1.7045749 -0.5209562
[2,] -0.02679915 -1.4572910  0.2158676
[3,] -0.32510033  1.8422810 -0.1144785
[4,]  0.25259495 -1.4815039  0.3860456
[5,] -0.31382144  0.8251042 -0.2567641
[6,] -0.61540921  0.2293586  0.2559386
> colMeans(bss.components(res1))
    Series 1     Series 2     Series 3 
 0.019316619  0.014792380 -0.003167778 
> cov(bss.components(res1))
              Series 1     Series 2      Series 3
Series 1  1.000000e+00 1.079809e-15 -6.923607e-16
Series 2  1.079809e-15 1.000000e+00  9.510721e-17
Series 3 -6.923607e-16 9.510721e-17  1.000000e+00
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>