coef.bss {JADE} | R Documentation |
Extracts the estimated unmixing matrix from an object of class bss.
## S3 method for class 'bss' coef(object, ...)
object |
object of class bss. |
... |
further arguments to be passed to or from methods. |
Klaus Nordhausen
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) coef(res1) coef(res1) %*% A # should be a matrix with one dominant element in each row and column