Skip to content

tsBSS

Blind Source Separation and Supervised Dimension Reduction for Time Series

v1.0.0 · Jul 10, 2021 · GPL (>= 2)

Description

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>.

Downloads

285

Last 30 days

11042nd

285

Last 90 days

285

Last year

CRAN Check Status

14 NOTE
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-macos-arm64 NOTE
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 NOTE
r-release-macos-arm64 NOTE
r-release-macos-x86_64 NOTE
r-release-windows-x86_64 NOTE
Check details (14 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:34: Lost braces in \itemize; meant \describe ?

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) tsBSS-package.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:25: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:26: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:27: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) tsBSS-package.Rd:3

Reverse Dependencies (2)

depends

imports

Dependency Network

Dependencies Reverse dependencies ICtest JADE BSSprep Rcpp forecast boot xts zoo ssaBSS tensorBSS tsBSS

Version History

new 1.0.0 Mar 9, 2026