R: Function to Extract Estimated Sources from an Object of Class...

bss.components {JADE} | R Documentation

## Function to Extract Estimated Sources from an Object of Class bss

### Description

Extracts the sources estimated by an bss method.

### Usage

    bss.components(object)

### Arguments

`object` | object of class bss

### Author(s)

Klaus Nordhausen

### Examples

    A<- matrix(rnorm(9),3,3)
    s1 <- arima.sim(list(ar=c(0.3,0.6)),1000)
    s2 <- arima.sim(list(ma=c(-0.3,0.3)),1000)
    s3 <- arima.sim(list(ar=c(-0.8,0.1)),1000)

    S <- cbind(s1,s2,s3)
    X <- S %*% t(A)

    res1<-AMUSE(X)
    head(bss.components(res1))
    colMeans(bss.components(res1))
    cov(bss.components(res1))

[Package JADE version 2.0-0 Index]