Package: Rssa 1.1
Rssa: A Collection of Methods for Singular Spectrum Analysis
Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series. General description of the methods with many examples can be found in the book Golyandina (2018, <doi:10.1007/978-3-662-57380-8>). See 'citation("Rssa")' for details.
Authors:
Rssa_1.1.tar.gz
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Rssa_1.1.tgz(r-4.4-x86_64)Rssa_1.1.tgz(r-4.4-arm64)Rssa_1.1.tgz(r-4.3-x86_64)Rssa_1.1.tgz(r-4.3-arm64)
Rssa_1.1.tar.gz(r-4.5-noble)Rssa_1.1.tar.gz(r-4.4-noble)
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Rssa.pdf |Rssa.html✨
Rssa/json (API)
# Install 'Rssa' in R: |
install.packages('Rssa', repos = c('https://asl.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/asl/rssa/issues
- AustralianWine - Australian Wine Sales
- Barbara - Classical 'Barbara' image
- Mars - Webcam image of Mars
- MotorVehicle - Total U.S. Domestic and Foreign Car Sales
- USUnemployment - U.S. unemployment figures
Last updated 2 months agofrom:bab3ba18ba. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 03 2024 |
R-4.5-win-x86_64 | OK | Nov 03 2024 |
R-4.5-linux-x86_64 | OK | Nov 03 2024 |
R-4.4-win-x86_64 | OK | Nov 03 2024 |
R-4.4-mac-x86_64 | OK | Nov 03 2024 |
R-4.4-mac-aarch64 | OK | Nov 03 2024 |
R-4.3-win-x86_64 | OK | Nov 03 2024 |
R-4.3-mac-x86_64 | OK | Nov 03 2024 |
R-4.3-mac-aarch64 | OK | Nov 03 2024 |
Exports:bforecastcadzowcalc.vcleanupcloneclplotcontributionsdecomposeeossafossafrobenius.corgapfillgrouping.autogrouping.auto.pgramgrouping.auto.wcorhankelhbhcolshbhmatmulhbhrowshcolshmatmulhmatrhrowsigapfilliossais.hbhmatis.hmatis.tmatlrrnew.hbhmatnew.hmatnew.tmatnlambdansigmanspecialnunvowcorparestimateprecachereconstructrforecastrootsssassa.capabilitiessummarize.gapstcolstmatmultrowsvforecastwcorwcor.defaultwnorm
Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalessvdtibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
A collection of methods for singular spectrum analysis | Rssa-package Rssa |
Australian Wine Sales | AustralianWine |
Classical `Barbara' image (color, wide) | Barbara |
Perform bootstrap SSA forecasting of the series | bforecast bforecast.1d.ssa bforecast.default bforecast.ssa bforecast.toeplitz.ssa |
Cadzow Iterations | cadzow cadzow.ssa |
Calculate Factor Vector(s) | calc.v calc.v.cssa calc.v.ssa |
Cleanup of all cached data from SSA objects | cleanup cleanup.ssa |
Cloning of SSA objects | clone clone.ssa |
Ratio of complete lag vectors in dependence on window length | clplot |
Perform SSA Decomposition | decompose decompose.cssa decompose.default decompose.ssa decompose.toeplitz.ssa |
ESPRIT-based O-SSA nested decomposition | eossa eossa.ssa |
Perform SSA forecasting of series | forecast.1d.ssa forecast.ssa forecast.toeplitz.ssa predict.1d.ssa predict.mssa predict.ssa predict.toeplitz.ssa |
Nested Filter-adjusted O-SSA decomposition | fossa fossa.ssa |
Calculate Frobenius correlations of the component matrices | frobenius.cor |
Perform SSA gapfilling via forecast | gapfill gapfill.1d.ssa gapfill.cssa gapfill.mssa gapfill.toeplitz.ssa |
Group Elementary Series | grouping.auto |
Group elementary series using periodogram | grouping.auto.pgram grouping.auto.pgram.1d.ssa grouping.auto.pgram.ssa grouping.auto.pgram.toeplitz.ssa plot.grouping.auto.pgram |
Group Elementary Series Using W-correlation Matrix | grouping.auto.wcor grouping.auto.wcor.ssa |
Hankel with Hankel block matrices operations. | hbhankel hbhcols hbhmatmul hbhrows is.hbhmat new.hbhmat |
Hankel matrices operations. | hankel hcols hmatmul hrows is.hmat new.hmat |
Calculate the heterogeneity matrix. | hmatr plot.hmatr |
Perform SSA gapfilling via iterative reconstruction | igapfill igapfill.1d.ssa igapfill.cssa igapfill.nd.ssa igapfill.ssa igapfill.toeplitz.ssa |
Iterative O-SSA nested decomposition | iossa iossa.ssa |
Summary of Iterative O-SSA results | iossa.result print.iossa.result summary.iossa.result |
Calculate the min-norm Linear Recurrence Relation | lrr lrr.1d.ssa lrr.default lrr.ssa lrr.toeplitz.ssa plot.lrr roots roots.lrr |
Webcam image of Mars | Mars |
Total U.S. Domestic and Foreign Car Sales | MotorVehicle |
Calculate generalized (oblique) W-correlation matrix | owcor |
Estimate periods from (set of) eigenvectors | parestimate parestimate.1d.ssa parestimate.cssa parestimate.mssa parestimate.nd.ssa parestimate.toeplitz.ssa |
Plot SSA object | plot.ssa |
Plot the results of SSA reconstruction | plot.1d.ssa.reconstruction plot.2d.ssa.reconstruction plot.mssa.reconstruction plot.nd.ssa.reconstruction plot.reconstruction plot.ssa.reconstruction plot.toeplitz.ssa.reconstruction |
Calculates and caches elementary components inside SSA object | precache precache.ssa |
Perform a series reconstruction | reconstruct reconstruct.ssa |
Obtain the residuals from SSA reconstruction | residuals.ssa residuals.ssa.reconstruction |
Perform recurrent SSA forecasting of the series | rforecast rforecast.1d.ssa rforecast.cssa rforecast.default rforecast.mssa rforecast.pssa.1d.ssa rforecast.ssa rforecast.toeplitz.ssa |
Create a new SSA object | new.ssa ssa |
Input Data Formats Used by SSA Routines | ssa-input |
Properties of SSA object | $.ssa contributions nlambda nsigma nspecial nspecial.ssa nu nv ssa-object summary.ssa |
SSA methods and capabilities check | ssa.capabilities |
Summarize Gaps in a Series | summarize.gaps summarize.gaps.1d.ssa summarize.gaps.cssa summarize.gaps.default summarize.gaps.ssa summarize.gaps.toeplitz.ssa |
Toeplitz matrices operations. | is.tmat new.tmat tcols tmatmul trows |
U.S. unemployment figures | USUnemployment |
Perform vector SSA forecasting of the series | vforecast vforecast.1d.ssa vforecast.cssa vforecast.default vforecast.mssa vforecast.pssa.1d.ssa vforecast.ssa vforecast.toeplitz.ssa |
Calculate the W-correlation matrix | plot.wcor.matrix wcor wcor.default wcor.ossa wcor.ssa |
Calculate Weighted Norm of series | wnorm wnorm.1d.ssa wnorm.complex wnorm.default wnorm.mssa wnorm.nd.ssa wnorm.toeplitz.ssa |