Learn R Programming
⚠️There's a newer version (1.1) of this package.Take me there.

Rssa (version 0.8.2)

A collection of methods for singular spectrum analysis

Description

This package provides various Singular Spectrum Analysis routines.

Copy Link

Version

Install

install.packages('Rssa')

Monthly Downloads

838

Version

0.8.2

License

GPL (>= 2)

Issues

2

Pull Requests

1

Stars

58

Forks

27

Maintainer

Anton Korobeynikov

Last Published

March 14th, 2011

Functions in Rssa (0.8.2)

precache

Calculates and caches elementary series inside SSA object
calc.v

Calculate Factor Vector(s)
wcor

Calculate the W-correlation matrix
hmat

Hankel matrices operations.
plot

Plot SSA object
new.ssa

Create a new SSA object
Rssa-package

A collection of methods for singular spectrum analysis
tmat

Toeplitz matrices operations.
ssa

Properties of SSA object
clusterify

Automatic grouping of the subseries
hbhmat

Hankel with Hankel block matrices operations.
reconstruct

Perform a series reconstruction
cleanup

Cleanup of all cached data from SSA objects
clone

Cloning of SSA objects
decompose

Calculate SSA decomposition of the series