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Rssa (version 0.10-1)
A collection of methods for singular spectrum analysis
Description
This package provides various Singular Spectrum Analysis routines.
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Install
install.packages('Rssa')
Monthly Downloads
590
Version
0.10-1
License
GPL (>= 2)
Issues
2
Pull Requests
1
Stars
54
Forks
27
Repository
http://github.com/asl/rssa
Maintainer
Anton Korobeynikov
Last Published
September 3rd, 2013
Functions in Rssa (0.10-1)
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tmat
Toeplitz matrices operations.
Rssa-package
A collection of methods for singular spectrum analysis
reconstruct
Perform a series reconstruction
hmat
Hankel matrices operations.
Mars
Webcam image of Mars
residuals
Obtain the residuals from SSA reconstruction
hmatr
Calculate the heterogeneity matrix.
forecast
Perform SSA forecasting of series
calc.v
Calculate Factor Vector(s)
hbhmat
Hankel with Hankel block matrices operations.
AustralianWine
Australian Wine Sales
plot
Plot SSA object
bforecast
Perform bootstrap SSA forecasting of the series
cadzow
Cadzow Iterations
wnorm
Calculate Weighted Norm of series
precache
Calculates and caches elementary components inside SSA object
clusterify
Automatic Grouping of the Elementary Components
wcor
Calculate the W-correlation matrix
decompose
Perform SSA Decomposition
clone
Cloning of SSA objects
ssa-input
Input Data Formats Used by SSA Routines
plot.reconstruction
Plot the results of SSA reconstruction
parestimate
Estimate periods from (set of) eigenvectors
MotorVehicle
Total U.S. Domestic and Foreign Car Sales
ssa-object
Properties of SSA object
ssa
Create a new SSA object
cleanup
Cleanup of all cached data from SSA objects
lrr
Calculate the Linear Recurrence Relation
vforecast
Perform vector SSA forecasting of the series
rforecast
Perform recurrent SSA forecasting of the series