Package: ssaBSS 0.1.1

Markus Matilainen

ssaBSS: Stationary Subspace Analysis

Stationary subspace analysis (SSA) is a blind source separation (BSS) variant where stationary components are separated from non-stationary components. Several SSA methods for multivariate time series are provided here (Flumian et al. (2021); Hara et al. (2010) <doi:10.1007/978-3-642-17537-4_52>) along with functions to simulate time series with time-varying variance and autocovariance (Patilea and Raissi(2014) <doi:10.1080/01621459.2014.884504>).

Authors:Markus Matilainen [cre, aut], Lea Flumian [aut], Klaus Nordhausen [aut], Sara Taskinen [aut]

ssaBSS_0.1.1.tar.gz
ssaBSS_0.1.1.tar.gz(r-4.5-noble)ssaBSS_0.1.1.tar.gz(r-4.4-noble)
ssaBSS_0.1.1.tgz(r-4.4-emscripten)ssaBSS_0.1.1.tgz(r-4.3-emscripten)
ssaBSS.pdf |ssaBSS.html✨
ssaBSS/json (API)

# Install 'ssaBSS' in R:
install.packages('ssaBSS', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 151 downloads 7 exports 79 dependencies

Last updated 2 years agofrom:7e7b1a851a. Checks:1 OK, 2 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 22 2025
R-4.5-linuxNOTEMar 22 2025
R-4.4-linuxNOTEMar 22 2025

Exports:ASSArtvAR1rtvvarSSAcombSSAcorSSAsaveSSAsir

Dependencies:bootBSSprepcliclueclustercolorspacecpp11crayoncurlDBIdplyrfansifarverforcatsforecastfracdiffgenericsGGallyggplot2ggstatsgluegtablehmsICSICSNPICtestisobandJADEjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvminqamitoolsmunsellmvtnormnlmennetnumDerivpatchworkpillarpkgconfigplyrpngprettyunitsprogresspurrrquadprogquantmodR6RColorBrewerRcppRcppArmadilloRcppRollrlangscalesstringistringrsurveysurvivaltibbletidyrtidyselecttimeDatetsBSStseriesTTRurcautf8vctrsviridisLitewithrxtszoo

Citation

To cite package ‘ssaBSS’ in publications use:

Matilainen M, Flumian L, Nordhausen K, Taskinen S (2022). ssaBSS: Stationary Subspace Analysis. R package version 0.1.1, https://CRAN.R-project.org/package=ssaBSS.

Corresponding BibTeX entry: 

  @Manual{,
    title = {ssaBSS: Stationary Subspace Analysis},
    author = {Markus Matilainen and Lea Flumian and Klaus Nordhausen
      and Sara Taskinen},
    year = {2022},
    note = {R package version 0.1.1},
    url = {https://CRAN.R-project.org/package=ssaBSS},
  }

Readme and manuals

Help Manual

Help pageTopics
Stationary Subspace AnalysisssaBSS-package
ASSA Method for Non-stationary IdentificationASSA ASSA.default ASSA.ts ASSA.xts ASSA.zoo
Simulation of Time Series with Time-varying AutocovariancertvAR1
Simulation of Time Series with Time-varying Variancertvvar
Class: ssabssggscreeplot.ssabss plot.ssabss screeplot.ssabss ssabss
Combination Main SSA MethodsSSAcomb SSAcomb.default SSAcomb.ts SSAcomb.xts SSAcomb.zoo
Identification of Non-stationarity in the Covariance StructureSSAcor SSAcor.default SSAcor.ts SSAcor.xts SSAcor.zoo
Identification of Non-stationarity in VarianceSSAsave SSAsave.default SSAsave.ts SSAsave.xts SSAsave.zoo
Identification of Non-stationarity in MeanSSAsir SSAsir.default SSAsir.ts SSAsir.xts SSAsir.zoo