Package: Rssa 1.1
Anton Korobeynikov
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
Rssa_1.1.tar.gz(r-4.5-noble)Rssa_1.1.tar.gz(r-4.4-noble)
Rssa_1.1.tgz(r-4.4-emscripten)Rssa_1.1.tgz(r-4.3-emscripten)
Rssa.pdf |Rssa.html✨
Rssa/json (API)
| # Install 'Rssa' in R: |
| install.packages('Rssa', repos = c('https://cran.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 4 months agofrom:ae02d0b854. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 04 2024 |
| R-4.5-linux-x86_64 | OK | Dec 04 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 |
