tsBSS

1.0.1

Blind Source Separation and Supervised Dimension Reduction for Time Series

2packages depend

4.6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Markus MatilainenFirst published 2015-12-0416 releasesCRAN page ↗

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

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("tsBSS", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tsbss

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tsBSS

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.9 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

93%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
12 OK · 1 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 3 earlier snapshots

NOTE2026-04-08
10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-04-03
4 OK · 9 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-10
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 87%
Return-value docs: 100%
References docs: 89%

Downloads

4.6K

CRAN downloads in the past year

Rank #9,954 · ~13/day · ~381/mo

Releases R versions

Daily download trend is not available in this view yet.

31130 days

1.1K90 days

4.6K1 year

Compare downloads with other packages →

Also on454 r2u25 autocran45 c2d4u

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (3)

JADE ICtest BSSprep

Imports (7)

Rcpp ICS forecastbootparallelxts zoo

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (4)

stochvol MTS tsbox dr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

ssaBSS tensorBSS

Code & Tests

People & History

People (7)

Maintainer (1)

Markus Matilainen

Maintainer, Author

Authors (7)

Markus Matilainen

Maintainer, Author

Christophe Croux

Author · added in 0.3

Author

Author

Author

Author

Author · added in 0.5.0

Package Timeline

16 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.1Latest
2026-04-02 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.0.0
2021-07-10 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.5.7
2021-04-01 · diff ↗
0.5.6
2020-11-18 · diff ↗
unarchivedReturned to CRAN
2020-11-18
archivedRemoved from CRAN
2020-11-17
check problems were not corrected in time Did not use Suggests conditionally
R
R 4.0.0 released · 2020-04-24
0.5.5
2019-10-14 · diff ↗
0.5.4
2019-10-09 · diff ↗
0.5.3
2019-09-03 · diff ↗

Show 14 earlier events

R
R 3.6.0 released · 2019-04-26
0.5.2
2018-10-09 · diff ↗
0.5.1
2018-06-25 · diff ↗
0.5.0
2018-06-07 · diff ↗
0.4.1
2018-05-04 · diff ↗
R
R 3.5.0 released · 2018-04-23
0.4
2017-11-17 · diff ↗
0.3.1
2017-08-18 · diff ↗
0.3
2017-07-03 · diff ↗
R
R 3.4.0 released · 2017-04-21
0.2
2016-09-06 · diff ↗
R
R 3.3.0 released · 2016-05-03
0.1
2015-12-04
R
R 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: 71 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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