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Rssa (version 0.11)

iossa.result: Summary of Iterative O-SSA results

Description

Various routines to print Iterative Oblique SSA results

Usage

## S3 method for class 'iossa.result':
print(x, digits = max(3, getOption("digits") - 3), ...)
  ## S3 method for class 'iossa.result':
summary(object, digits = max(3, getOption("digits") - 3), ...)

Arguments

x, object
object of class `iossa.result' or `ossa'
digits
integer, used for number formatting
...
further arguments passed to method

Details

An object of class `iossa.result' is a list with the following fields: [object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

References

Golyandina N. and Shlemov A. (2013): Variations of Singular Spectrum Analysis for separability improvement: non-orthogonal decompositions of time series, http://arxiv.org/abs/1308.4022

See Also

Rssa for an overview of the package, as well as, iossa, owcor, summary.ssa.

Examples

Run this code
# Separate three non-separable sines with different amplitudes
N <- 150
L <- 70

omega1 <- 0.05
omega2 <- 0.06
omega3 <- 0.07

F <- 4*sin(2*pi*omega1 * (1:N)) + 2*sin(2*pi*omega2 * (1:N)) + sin(2*pi*omega3 * (1:N))
s <- ssa(F, L)
ios <- iossa(s, nested.groups = list(1:2, 3:4, 5:6), kappa = NULL, maxiter = 100, tol = 1e-3)

print(ios)
print(ios$iossa.result)

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