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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
8.56 score 27 stars 32 dependents 274 scripts 5.2k 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
7.19 score 57 stars 3 dependents 300 scripts 614 downloads