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:
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 = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:7e7b1a851a. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 24 2024 |
| R-4.5-linux | NOTE | Aug 24 2024 |
Exports:ASSArtvAR1rtvvarSSAcombSSAcorSSAsaveSSAsir
Dependencies:backportsbitbit64bootbroombroom.helpersBSSprepclicliprclueclustercolorspacecpp11crayoncurlDBIdplyrfansifarverforcatsforecastfracdiffgenericsGGallyggplot2ggstatsgluegtablehavenhmsICSICSNPICtestisobandJADEjsonlitelabelinglabelledlatticelifecyclelmtestmagrittrMASSMatrixmgcvminqamitoolsmunsellmvtnormnlmennetnumDerivpatchworkpillarpkgconfigplyrpngprettyunitsprogresspurrrquadprogquantmodR6RColorBrewerRcppRcppArmadilloRcppRollreadrrlangscalesstringistringrsurveysurvivaltibbletidyrtidyselecttimeDatetsBSStseriesTTRtzdburcautf8vctrsviridisLitevroomwithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Stationary Subspace Analysis | ssaBSS-package |
| ASSA Method for Non-stationary Identification | ASSA ASSA.default ASSA.ts ASSA.xts ASSA.zoo |
| Simulation of Time Series with Time-varying Autocovariance | rtvAR1 |
| Simulation of Time Series with Time-varying Variance | rtvvar |
| Class: ssabss | ggscreeplot.ssabss plot.ssabss screeplot.ssabss ssabss |
| Combination Main SSA Methods | SSAcomb SSAcomb.default SSAcomb.ts SSAcomb.xts SSAcomb.zoo |
| Identification of Non-stationarity in the Covariance Structure | SSAcor SSAcor.default SSAcor.ts SSAcor.xts SSAcor.zoo |
| Identification of Non-stationarity in Variance | SSAsave SSAsave.default SSAsave.ts SSAsave.xts SSAsave.zoo |
| Identification of Non-stationarity in Mean | SSAsir SSAsir.default SSAsir.ts SSAsir.xts SSAsir.zoo |