spectral.methods (version 0.7.2.133)

spectral.methods-package: Singular Spectrum Analysis (SSA) Tools for Time Series Analysis

Description

Contains some implementations of Singular Spectrum Analysis (SSA) for the gapfilling and spectral decomposition of time series. It contains the code used by Buttlar et. al. (2014), Nonlinear Processes in Geophysics. In addition, the iterative SSA gapfilling method of Kondrashov and Ghil (2006) is implemented. All SSA calculations are done via the truncated and fast SSA algorithm of Korobeynikov (2010) (package 'Rssa').

Details

Package:

spectral.methods

Title:

Singular Spectrum Analysis (SSA) Tools for Time Series Analysis

Version:

0.7.2.133

Date:

2015-05-20

Author:

Jannis v. Buttlar

Maintainer:

Jannis v. Buttlar

Imports:

Rssa (>= 0.11), raster, nnet, abind, RNetCDF, ncdf.tools, foreach, JBTools, DistributionUtils, RColorBrewer

License:

GPL-2

LazyLoad:

yes

Depends:

R (>= 3.0.0)