CRAN/E | Rssa

Rssa

A Collection of Methods for Singular Spectrum Analysis

Installation

About

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.

Citation Rssa citation info
github.com/asl/rssa
System requirements fftw (>=3.2)
Bug report File report

Key Metrics

Version 1.0.5
R ≥ 3.1
Published 2022-08-22 666 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks Rssa results

Downloads

Yesterday 12
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Last 30 days 774 -35%
Last 90 days 2.571 +16%
Last 365 days 9.234 -7%

Maintainer

Maintainer

Anton Korobeynikov

Authors

Anton Korobeynikov
Alex Shlemov
Konstantin Usevich
Nina Golyandina

Material

Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Rssa archive

Depends

R ≥ 3.1
svd ≥ 0.4
forecast

Imports

lattice
methods

Suggests

testthat ≥ 0.7
RSpectra
PRIMME

Reverse Imports

msltrend
Rfssa
TrendSLR
VisitorCounts

Reverse Suggests

DecomposeR