# Blind Source Separation and Supervised Dimension Reduction for Time Series

## Documentation for package ‘tsBSS’ version 0.5.5

- DESCRIPTION file.

## Help Pages

tsBSS-package | Blind Source Separation and Supervised Dimension Reduction for Time Series
AMUSEasymp | Second-order Separation Sub-White-Noise Asymptotic Testing with AMUSE
AMUSEasymp.default | Second-order Separation Sub-White-Noise Asymptotic Testing with AMUSE
AMUSEasymp.ts | Second-order Separation Sub-White-Noise Asymptotic Testing with AMUSE
AMUSEasymp.xts | Second-order Separation Sub-White-Noise Asymptotic Testing with AMUSE
AMUSEasymp.zoo | Second-order Separation Sub-White-Noise Asymptotic Testing with AMUSE
AMUSEboot | Second-order Separation Sub-White-Noise Bootstrap Testing with AMUSE
AMUSEboot.default | Second-order Separation Sub-White-Noise Bootstrap Testing with AMUSE
AMUSEboot.ts | Second-order Separation Sub-White-Noise Bootstrap Testing with AMUSE
AMUSEboot.xts | Second-order Separation Sub-White-Noise Bootstrap Testing with AMUSE
AMUSEboot.zoo | Second-order Separation Sub-White-Noise Bootstrap Testing with AMUSE
AMUSEladle | Ladle Estimator to Estimate the Number of White Noise Components in SOS with AMUSE
AMUSEladle.default | Ladle Estimator to Estimate the Number of White Noise Components in SOS with AMUSE
AMUSEladle.ts | Ladle Estimator to Estimate the Number of White Noise Components in SOS with AMUSE
AMUSEladle.xts | Ladle Estimator to Estimate the Number of White Noise Components in SOS with AMUSE
AMUSEladle.zoo | Ladle Estimator to Estimate the Number of White Noise Components in SOS with AMUSE
bssvol | Class: bssvol
coef.summary.tssdr | Summary of an object of class tssdr
components.summary.tssdr | Summary of an object of class tssdr
components.tssdr | Supervised dimension reduction for multivariate time series
FixNA | The FixNA method for Blind Source Separation
FixNA.default | The FixNA method for Blind Source Separation
FixNA.ts | The FixNA method for Blind Source Separation
FixNA.xts | The FixNA method for Blind Source Separation
FixNA.zoo | The FixNA method for Blind Source Separation
gFOBI | Generalized FOBI
gFOBI.default | Generalized FOBI
gFOBI.ts | Generalized FOBI
gFOBI.xts | Generalized FOBI
gFOBI.zoo | Generalized FOBI
gJADE | Generalized JADE
gJADE.default | Generalized JADE
gJADE.ts | Generalized JADE
gJADE.xts | Generalized JADE
gJADE.zoo | Generalized JADE
gSOBI | Generalized SOBI
gSOBI.default | Generalized SOBI
gSOBI.ts | Generalized SOBI
gSOBI.xts | Generalized SOBI
gSOBI.zoo | Generalized SOBI
lbtest | Modified Ljung-Box test and volatility clustering test for time series.
plot.bssvol | Class: bssvol
plot.summary.tssdr | Summary of an object of class tssdr
plot.tssdr | Supervised dimension reduction for multivariate time series
print.bssvol | Class: bssvol
print.lbtest | Modified Ljung-Box test and volatility clustering test for time series.
print.summary.tssdr | Summary of an object of class tssdr
print.tssdr | Supervised dimension reduction for multivariate time series
PVC | A modified algorithm for Principal Volatility Component estimator
PVC.default | A modified algorithm for Principal Volatility Component estimator
PVC.ts | A modified algorithm for Principal Volatility Component estimator
PVC.xts | A modified algorithm for Principal Volatility Component estimator
PVC.zoo | A modified algorithm for Principal Volatility Component estimator
SOBIasymp | Second-order Separation Sub-White-Noise Asymptotic Testing with SOBI
SOBIasymp.default | Second-order Separation Sub-White-Noise Asymptotic Testing with SOBI
SOBIasymp.ts | Second-order Separation Sub-White-Noise Asymptotic Testing with SOBI
SOBIasymp.xts | Second-order Separation Sub-White-Noise Asymptotic Testing with SOBI
SOBIasymp.zoo | Second-order Separation Sub-White-Noise Asymptotic Testing with SOBI
SOBIboot | Second-order Separation Sub-White-Noise Bootstrap Testing with SOBI
SOBIboot.default | Second-order Separation Sub-White-Noise Bootstrap Testing with SOBI
SOBIboot.ts | Second-order Separation Sub-White-Noise Bootstrap Testing with SOBI
SOBIboot.xts | Second-order Separation Sub-White-Noise Bootstrap Testing with SOBI
SOBIboot.zoo | Second-order Separation Sub-White-Noise Bootstrap Testing with SOBI
SOBIladle | Ladle Estimator to Estimate the Number of White Noise Components in SOS with SOBI
SOBIladle.default | Ladle Estimator to Estimate the Number of White Noise Components in SOS with SOBI
SOBIladle.ts | Ladle Estimator to Estimate the Number of White Noise Components in SOS with SOBI
SOBIladle.xts | Ladle Estimator to Estimate the Number of White Noise Components in SOS with SOBI
SOBIladle.zoo | Ladle Estimator to Estimate the Number of White Noise Components in SOS with SOBI
summary.tssdr | Summary of an object of class tssdr
tssdr | Supervised dimension reduction for multivariate time series
tssdr.default | Supervised dimension reduction for multivariate time series
tssdr.ts | Supervised dimension reduction for multivariate time series
tssdr.xts | Supervised dimension reduction for multivariate time series
tssdr.zoo | Supervised dimension reduction for multivariate time series
vSOBI | A Variant of SOBI for Blind Source Separation
vSOBI.default | A Variant of SOBI for Blind Source Separation
vSOBI.ts | A Variant of SOBI for Blind Source Separation
vSOBI.xts | A Variant of SOBI for Blind Source Separation
vSOBI.zoo | A Variant of SOBI for Blind Source Separation
WeeklyReturnsData | Logarithmic Returns of Exchange Rates of 7 Currencies Against US Dollar