LOG of the CHANGES in the package tsBSS Version 1.0.0: * Added citation info and references to a journal publication based on the package * Modified description to only include the journal publication reference * Minor polishing of the manuals * Function tssdr now also returns object MU Version 0.5.7: * Data whitening part moved to package BSSprep, and this package depends on it now * Updated references and minor polishing Version 0.5.6: * Suggested packages are now used conditionally in examples * Minor updates to references and links Version 0.5.5: * Fixed a bug in function ordf: errors in output value fits caused faulty values of fits, S, volTS and volP in all stochastic volatility functions if original = FALSE. Version 0.5.4: * Function ordf for ordering the stochastic volatility components is restructured. Version 0.5.3: * xts, zoo and ts as time series inputs are now available in all the appropriate functions. Output S (and Sraw) is returned with the same attributes as X. * Sraw now returned with the same attributes as the original X, if X is xts, zoo or ts object in stochastic volatility functions. * AMUSEasymp and SOBIasymp now use n - 1 instead of n in covariance calculations. * The standardization parts have been directed to an own function for all BSS functions. * Fixed a bug in lbtest which returned an error if X did not include variable names. * Fixed an error where AMUSEladle returned no lag value. * Functions now check in the beginning that the input data is numeric and does not contain any missing or infinite values. * All choices for the function arguments have been added to function definition. * Function plot.tssdr now allows plotting also zoo and xts objects. * Class bssvol has now its own manual. * The armaeff component in bssvol objects are now TRUE/FALSE instead of 1/0. * Plot method has been added to class bssvol to correctly plot xts and zoo object in addition to ts objects. * Methods for objects of classes tssdr, summary.tssdr and lbtest are now included in the manuals of the functions themselves. * Wrappers have been removed and .Call() have been added directly to the functions using them. * Acronyms of functions and the methods in them have been spelled out to corresponding manuals. * The package contains no C code anymore but only C++ code. * Improved consistency of notations in R functions * Further polishing of the codes and the manuals Version 0.5.2: * The matrix W is now ordered according to volatility, where applicable. * BSS functions now return also the original sources (Sraw), when option original = F is chosen. * BSS functions now return also MU, the means of the original series. * Fixed a bug in SOBIladle which ignored maxiter for the bootstrap estimates. * Minor errors in manuals have been corrected. Version 0.5.1: * Fixing bugs in AMUSEboot and SOBIboot when k=0 Version 0.5.0: * Added several functions for white noise subspace dimension estimation in SOS models Version 0.4.1: * Fixed some minor errors * Function lbtest changed to work also with univariate data Version 0.4: * Added function gSOBI * Added volatility ordering option to BSS functions * Added dataset WeeklyReturnsData * Added a function for modified PVC Version 0.3.1: * Changed tssdr function to allow different values of H for TSIR and TSAVE parts of TSSH * Fixed some minor errors Version 0.3: * Added functions to supervised dimension reduction for multivariate time series Version 0.2: * Added function FixNA and a new nonlinearity function choice to vSOBI method Version 0.1: * First version submitted to CRAN