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svd - Interfaces to Various State-of-Art SVD and Eigensolvers
R bindings to SVD and eigensolvers (PROPACK, nuTRLan).
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openblasfortran
8.31 score 27 stars 28 dependents 271 scripts 3.3k downloadsRssa - 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.
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fftw3
6.85 score 57 stars 2 dependents 207 scripts 592 downloads