Package: ssaBSS 0.1.2

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. (2024) <doi:10.1016/j.cam.2023.115379>; 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_0.1.2.tar.gz
ssaBSS_0.1.2.tar.gz(r-4.7-any)ssaBSS_0.1.2.tar.gz(r-4.6-any)
ssaBSS_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
ssaBSS/json (API)

# Install 'ssaBSS' in R:
install.packages('ssaBSS', repos = c('https://cran.r-universe.dev', '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 301 downloads 7 exports 69 dependencies

Last updated from:1498a708e4. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK167
source / vignettesOK192
linux-release-x86_64OK158
wasm-releaseOK124

Exports:ASSArtvAR1rtvvarSSAcombSSAcorSSAsaveSSAsir

Dependencies:bootBSSprepcliclueclustercolorspacecpp11crayonDBIdplyrfarverforcatsforecastfracdiffgenericsGGallyggplot2ggstatsgluegtablehmsICSICSNPICtestisobandJADElabelinglatticelifecyclelmtestmagrittrMatrixminqamitoolsmvtnormnlmennetnumDerivpatchworkpillarpkgconfigpngprettyunitsprogresspurrrR6RColorBrewerRcppRcppArmadilloRcppRollrlangS7scalesstringistringrsurveysurvivaltibbletidyrtidyselecttimeDatetsBSSurcautf8vctrsviridisLitewithrxtszoo

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