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Rssa (version 0.11)

A collection of methods for singular spectrum analysis

Description

This package provides various Singular Spectrum Analysis routines.

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Version

Install

install.packages('Rssa')

Monthly Downloads

838

Version

0.11

License

GPL (>= 2)

Issues

2

Pull Requests

1

Stars

58

Forks

27

Maintainer

Anton Korobeynikov

Last Published

February 5th, 2014

Functions in Rssa (0.11)

vforecast

Perform vector SSA forecasting of the series
AustralianWine

Australian Wine Sales
ssa-object

Properties of SSA object
clusterify

Automatic Grouping of the Elementary Components
forecast

Perform SSA forecasting of series
lrr

Calculate the Linear Recurrence Relation
reconstruct

Perform a series reconstruction
hmatr

Calculate the heterogeneity matrix.
bforecast

Perform bootstrap SSA forecasting of the series
wcor

Calculate the W-correlation matrix
fossa

Nested Filter-adjusted O-SSA decomposition
Mars

Webcam image of Mars
iossa.result

Summary of Iterative O-SSA results
calc.v

Calculate Factor Vector(s)
decompose

Perform SSA Decomposition
USUnemployment

U.S. unemployment figures
clone

Cloning of SSA objects
ssa

Create a new SSA object
cleanup

Cleanup of all cached data from SSA objects
Rssa-package

A collection of methods for singular spectrum analysis
hmat

Hankel matrices operations.
residuals

Obtain the residuals from SSA reconstruction
hbhmat

Hankel with Hankel block matrices operations.
tmat

Toeplitz matrices operations.
frobenius.cor

Calculate Frobenius correlations of the component matrices
wnorm

Calculate Weighted Norm of series
parestimate

Estimate periods from (set of) eigenvectors
cadzow

Cadzow Iterations
ssa-input

Input Data Formats Used by SSA Routines
precache

Calculates and caches elementary components inside SSA object
iossa

Iterative O-SSA nested decomposition
MotorVehicle

Total U.S. Domestic and Foreign Car Sales
owcor

Calculate generalized (oblique) W-correlation matrix
plot

Plot SSA object
plot.reconstruction

Plot the results of SSA reconstruction
rforecast

Perform recurrent SSA forecasting of the series