Independent Components for Time Series: Project Home – R-Forge
Project description
Estimation of independent components from stationary multivariate process via nonlinear decorrelation across components and time. See "Modeling Multivariate Volatilities via Independent Components," Matteson and Tsay (2009), for applications. Project Information
This project has not yet categorized itself in the Trove Software Map Registered: 2009-11-09 20:06 Activity Ranking: 0 View project Statistics View list of RSS feeds available for this project. Public Tools
Mailing Lists (1 public mailing list)
SCM Repository (Subversion: 0 updates, 163 adds)
| Project Members
|