Rssa: A Collection of Methods for Singular Spectrum Analysis
Version 0.14

Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series.

Browse man pages Browse package API and functions Browse package files

AuthorAnton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina
Date of publication2016-10-13 20:36:55
MaintainerAnton Korobeynikov <anton@korobeynikov.info>
LicenseGPL (>= 2)
Version0.14
URL http://github.com/asl/rssa
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("Rssa")

Man pages

AustralianWine: Australian Wine Sales
autossa: Group elementary series using periodogram
Barbara: Classical 'Barbara' image (color, wide)
bforecast: Perform bootstrap SSA forecasting of the series
cadzow: Cadzow Iterations
calcv: Calculate Factor Vector(s)
cleanup: Cleanup of all cached data from SSA objects
clone: Cloning of SSA objects
clplot: Ratio of complete lag vectors given window length
clusterify: Group Elementary Series Using W-correlation Matrix
decompose: Perform SSA Decomposition
forecast: Perform SSA forecasting of series
fossa: Nested Filter-adjusted O-SSA decomposition
frobenius.cor: Calculate Frobenius correlations of the component matrices
gapfill: Perform SSA gapfilling via forecast
grouping.auto: Group Elementary Series
hankel: Hankel matrices operations.
hbhankel: Hankel with Hankel block matrices operations.
hmatr: Calculate the heterogeneity matrix.
igapfill: Perform SSA gapfilling via iterative reconstruction
iossa: Iterative O-SSA nested decomposition
iossa.result: Summary of Iterative O-SSA results
lrr: Calculate the Linear Recurrence Relation
Mars: Webcam image of Mars
MotorVehicle: Total U.S. Domestic and Foreign Car Sales
owcor: Calculate generalized (oblique) W-correlation matrix
parest: Estimate periods from (set of) eigenvectors
plot: Plot SSA object
plot.reconstruct: Plot the results of SSA reconstruction
precache: Calculates and caches elementary components inside SSA object
reconstruct: Perform a series reconstruction
residuals: Obtain the residuals from SSA reconstruction
rforecast: Perform recurrent SSA forecasting of the series
Rssa-package: A collection of methods for singular spectrum analysis
ssa: Create a new SSA object
ssa.capabilities: SSA methods and capabilities check
ssa-data: Input Data Formats Used by SSA Routines
ssa-routines: Properties of SSA object
summarize.gaps: Summarize Gaps in a Series
toeplitz: Toeplitz matrices operations.
USUnemployment: U.S. unemployment figures
vforecast: Perform vector SSA forecasting of the series
wcor: Calculate the W-correlation matrix
wnorm: Calculate Weighted Norm of series

Functions

$.ssa Man page
AustralianWine Man page
Barbara Man page
Cond Source code
Lcor Source code
Mars Man page
MotorVehicle Man page
Ops.series.list Source code
Rssa Man page
Rssa-package Man page
U Source code
U.default Source code
U.ssa Source code
USUnemployment Man page
V Source code
V.default Source code
V.ssa Source code
append.series.info Source code
apply.attributes Source code
apply.attributes.default Source code
apply.attributes.mssa Source code
apply.lrr Source code
ball.mask Source code
bforecast Man page Source code
bforecast.1d.ssa Man page Source code
bforecast.default Man page
bforecast.ssa Man page
bforecast.toeplitz.ssa Man page
cadzow Man page Source code
cadzow.ssa Man page Source code
calc.projections Source code
calc.v Man page Source code
calc.v.cssa Man page Source code
calc.v.pssa Source code
calc.v.ssa Man page Source code
capable Source code
caps.autossa Source code
caps.continue Source code
caps.forecast Source code
caps.gapfill Source code
caps.iossa Source code
caps.lrr Source code
check.caps Source code
chmat Source code
classify.gaps Source code
cleanup Man page Source code
cleanup.ssa Man page
clone Man page Source code Source code
clone.ssa Man page Source code
clone.with.new.series Source code
clplot Man page Source code
colspan Source code
colspan.default Source code
colspan.ossa Source code
colspan.pssa Source code
colspan.ssa Source code
colspan.wossa Source code
companion.matrix.lrr Source code
complete.idx Source code
contribution Source code
convolution.dims Source code
convolve1 Source code
convolven Source code
create.storage Source code
decompose Man page Source code
decompose.cssa Man page Source code
decompose.default Man page Source code
decompose.ossa Source code
decompose.pssa Source code
decompose.ssa Man page Source code
decompose.toeplitz.ssa Man page Source code
decompose.wossa Source code
decomposition Source code
default.neig Source code
default.neig.pssa Source code
default.neig.ssa Source code
defaults Source code
dentity.emat Source code
deprecate Source code
determine.svd.method Source code
diag.emat Source code
dim Source code
do.slice.array Source code
do.slice.ssa.reconstruction Source code
elseries Source code
elseries.default Source code
elseries.mssa Source code
elseries.wossa Source code
enlarge.basis Source code
est_exp_2desprit Source code
est_exp_memp_new Source code
exists Source code
exists.non.null Source code
extend.series Source code
factor.mask.1d Source code
factor.mask.2d Source code
fft.plan.1d Source code
field.weights.1d Source code
field.weights.2d Source code
fiface.eval Source code
fill.in Source code
filter.vectors Source code
fix.iossa.groups Source code
fmask Source code
forecast.1d.ssa Man page Source code
forecast.ssa Man page
forecast.toeplitz.ssa Man page
fossa Man page Source code
fossa.ssa Man page Source code
frob.dist.series.lowrank Source code
frobenius.cor Man page Source code
from.series.list Source code
gapfill Man page Source code
gapfill.1d.ssa Man page Source code
gapfill.cssa Man page
gapfill.mssa Man page Source code
gapfill.toeplitz.ssa Man page
get Source code
get.or.create Source code
get.or.create.cfft.plan Source code
get.or.create.chmat Source code
get.or.create.fft.plan Source code
get.or.create.hbhmat Source code
get.or.create.hmat Source code
get.or.create.mhmat Source code
get.or.create.phmat Source code
get.or.create.tmat Source code
get.or.create.trajmat Source code
get.or.create.weights Source code
get.or.create.whmat Source code
get.orth.triples Source code
get.series Source code
get.series.info Source code
group.names Source code
grouping.auto Man page Source code
grouping.auto.pgram Man page Source code
grouping.auto.pgram.1d.ssa Man page Source code
grouping.auto.pgram.default Source code
grouping.auto.pgram.ssa Man page
grouping.auto.pgram.toeplitz.ssa Man page
grouping.auto.wcor Man page Source code
grouping.auto.wcor.ssa Man page Source code
hankel Man page Source code
hankelize.multi Source code
hankelize.multi.complex Source code
hankelize.multi.default Source code
hankelize.one Source code
hankelize.one.1d.ssa Source code
hankelize.one.cssa Source code
hankelize.one.default Source code
hankelize.one.mssa Source code
hankelize.one.nd.ssa Source code
hbhankel Man page
hbhcols Man page Source code
hbhmatmul Man page Source code
hbhrows Man page Source code
hcols Man page Source code
high.rank.rate Source code
hmat.striped Source code
hmatmul Man page Source code
hmatr Man page Source code
hrows Man page Source code
hweights Source code
hweights.default Source code
hweights.matrix Source code
hweights.mssa Source code
hweights.nd.ssa Source code
hweights.wossa Source code
hweightsn Source code
igapfill Man page Source code
igapfill.1d.ssa Man page Source code
igapfill.cssa Man page
igapfill.mssa Source code
igapfill.nd.ssa Man page
igapfill.ssa Man page Source code
igapfill.toeplitz.ssa Man page
iossa Man page Source code
iossa.result Man page
iossa.ssa Man page Source code
is.complete Source code
is.fft.plan Source code
is.hbhmat Man page Source code
is.hmat Man page Source code
is.shaped Source code
is.tmat Man page Source code
lrr Man page Source code
lrr.1d.ssa Man page Source code
lrr.default Man page Source code
lrr.ssa Man page
lrr.toeplitz.ssa Man page
make.ossa.result Source code
mask.emat Source code
maybe.continue Source code
na.bind Source code
na.omit Source code
new.hbhmat Man page Source code
new.hmat Man page Source code
new.ssa Man page Source code
new.tmat Man page Source code
nit.fragment Source code
nit.fragment.1d.ssa Source code
nit.fragment.cssa Source code
nit.fragment.default Source code
nit.fragment.mssa Source code
nit.fragment.nd.ssa Source code
nit.fragment.pssa Source code
nit.fragment.toeplitz.ssa Source code
nit.fragment.wossa Source code
nlambda Man page Source code
nner.fmt.conversion Source code
nner.fmt.conversion.2d.ssa Source code
nner.fmt.conversion.cssa Source code
nner.fmt.conversion.mssa Source code
nner.fmt.conversion.nd.ssa Source code
nner.fmt.conversion.ssa Source code
nner.fmt.conversion.toeplitz.ssa Source code
nsigma Man page Source code
nspecial Man page Source code
nspecial.pssa Source code
nspecial.ssa Man page Source code
nu Man page Source code
num.complete Source code
nv Man page Source code
object.size Source code
orthogonalize Source code
orthopoly Source code
owcor Man page Source code Source code
panel.eigenvectors Source code
panel.eigenvectors.2d.ssa Source code
panel.factorvectors Source code
panel.levelplot.wcor Source code
panel.reconstruction.2d.ssa Source code
panel.roots Source code
panel.series Source code
parestimate Man page Source code
parestimate.1d.ssa Man page Source code
parestimate.2d.ssa Man page Source code
parestimate.esprit Source code
parestimate.esprit2d Source code
parestimate.mssa Man page Source code
parestimate.pairs Source code
parestimate.toeplitz.ssa Man page
pgram Source code
phmat Source code
pi.project.complete Source code
pi.project.missing Source code
plot.1d.ssa.reconstruction Man page Source code
plot.2d.ssa.reconstruction Man page Source code
plot.cssa.reconstruction Source code
plot.fdimpars.1d Source code
plot.fdimpars.2d Source code
plot.grouping.auto.pgram Man page Source code
plot.grouping.auto.wcor Source code
plot.hmatr Man page Source code
plot.lrr Man page Source code
plot.mssa.reconstruction Man page Source code
plot.nd.ssa.reconstruction Man page Source code
plot.reconstruction Man page
plot.ssa Man page Source code
plot.ssa.gaps Source code
plot.ssa.paired Source code
plot.ssa.reconstruction Man page
plot.ssa.series Source code
plot.ssa.series.1d.ssa Source code
plot.ssa.series.ssa Source code
plot.ssa.values Source code
plot.ssa.vectors Source code
plot.ssa.vectors.1d.ssa Source code
plot.ssa.vectors.2d.ssa Source code
plot.ssa.vectors.mssa Source code
plot.ssa.vectors.nd.ssa Source code
plot.ssa.vectors.ssa Source code
plot.toeplitz.ssa.reconstruction Man page
plot.wcor.matrix Man page Source code
precache Man page Source code
precache.ssa Man page
predict.1d.ssa Man page Source code
predict.mssa Man page Source code
predict.ssa Man page
predict.toeplitz.ssa Man page
prepanel.eigenvectors Source code
prepanel.eigenvectors.2d.ssa Source code
prepanel.factorvectors Source code
prepanel.reconstruction.2d.ssa Source code
prepanel.roots Source code
prepanel.series Source code
prepare.v.filter Source code
print.fdimpars.1d Source code
print.fdimpars.2d Source code
print.iossa.result Man page Source code
print.ossa Source code
print.ssa Source code
print.ssa.gaps Source code
prod.emat Source code
pseudo.inverse Source code
reconstruct Man page Source code
reconstruct.ssa Man page Source code
register.capability Source code
remove Source code
remove.ossa.pssa Source code
residuals.ssa Man page Source code
residuals.ssa.reconstruction Man page Source code
rforecast Man page Source code
rforecast.1d.ssa Man page Source code
rforecast.cssa Man page
rforecast.default Man page
rforecast.mssa Man page Source code
rforecast.pssa.1d.ssa Man page Source code
rforecast.ssa Man page
rforecast.toeplitz.ssa Man page
roots Man page Source code
roots.lrr Man page Source code
roots2pars Source code
rowspan Source code
rowspan.default Source code
rowspan.ossa Source code
rowspan.pssa Source code
rowspan.ssa Source code
rowspan.toeplitz.ssa Source code
rowspan.wossa Source code
s.extptrnull Source code
s.frobenius.orthogonal Source code
save.oblique.decomposition Source code
series.dist Source code
series.winnerprod Source code
set Source code
set.decomposition Source code
set.series Source code
shift.matrices.2d Source code
shift.matrix Source code
sigma Source code
sigma.default Source code
sigma.ssa Source code
simplex.mask Source code
sproject Source code
ssa Man page Source code
ssa-input Man page
ssa-object Man page
ssa.capabilities Man page Source code
storage Source code
summarize.gaps Man page Source code
summarize.gaps.1d.ssa Man page
summarize.gaps.cssa Man page Source code
summarize.gaps.default Man page Source code
summarize.gaps.ssa Man page Source code
summarize.gaps.toeplitz.ssa Man page
summary.iossa.result Man page Source code
summary.ossa Source code
summary.ssa Man page Source code
svd2LRsvd Source code
tcols Man page Source code
tls.solve Source code
tmatmul Man page Source code
to.series.list Source code
traj.dim Source code
traj.dim.1d.ssa Source code
traj.dim.cssa Source code
traj.dim.mssa Source code
traj.dim.nd.ssa Source code
traj.dim.ssa Source code
traj.matrix Source code
traj.matrix.cssa Source code
traj.matrix.mssa Source code
traj.matrix.nd.ssa Source code
traj.matrix.ssa Source code
traj.matrix.toeplitz.ssa Source code
trows Man page Source code
vforecast Man page Source code
vforecast.1d.ssa Man page Source code
vforecast.cssa Man page
vforecast.default Man page
vforecast.mssa Man page Source code
vforecast.pssa.1d.ssa Man page Source code
vforecast.ssa Man page
vforecast.toeplitz.ssa Man page
wcor Man page Source code
wcor.default Man page Source code
wcor.ossa Man page Source code
wcor.ssa Man page Source code
whmat Source code
wnorm Man page Source code
wnorm.1d.ssa Man page
wnorm.complex Man page
wnorm.default Man page
wnorm.mssa Man page Source code
wnorm.nd.ssa Man page
wnorm.ssa Source code
wnorm.toeplitz.ssa Man page
xyplot.matrix Source code

Files

inst
inst/CITATION
configure.ac
src
src/config.h.win
src/config.h.in
src/hankel.c
src/masks.c
src/extmat.h
src/hbhankel.c
src/masks.h
src/toeplitz.c
src/Makevars.in
src/extmat.c
src/fft_plan.h
NAMESPACE
data
data/AustralianWine.rda
data/MotorVehicle.rda
data/Mars.rda
data/USUnemployment.rda
data/Barbara.rda
R
R/pssa.R
R/hbhankel.R
R/wcor.R
R/plotn.R
R/plot.R
R/autossa.R
R/capabilities.R
R/cadzow.R
R/ssa.R
R/hmatr.R
R/hankel.R
R/igapfill.R
R/parest.R
R/common.R
R/chankel.R
R/toeplitz.R
R/wossa.R
R/forecast.R
R/mhankel.R
R/gapfill.R
R/ossa.R
R/init.R.in
R/plot2.R
MD5
DESCRIPTION
configure
man
man/parest.Rd
man/rforecast.Rd
man/ssa.capabilities.Rd
man/Barbara.rd
man/precache.Rd
man/ssa.Rd
man/cleanup.Rd
man/residuals.Rd
man/wcor.Rd
man/plot.reconstruct.Rd
man/grouping.auto.Rd
man/decompose.Rd
man/hbhankel.Rd
man/cadzow.Rd
man/clone.Rd
man/bforecast.Rd
man/clplot.Rd
man/vforecast.Rd
man/AustralianWine.Rd
man/igapfill.Rd
man/hankel.Rd
man/clusterify.Rd
man/lrr.Rd
man/frobenius.cor.Rd
man/hmatr.Rd
man/gapfill.Rd
man/Rssa-package.Rd
man/ssa-routines.Rd
man/summarize.gaps.Rd
man/toeplitz.Rd
man/calcv.Rd
man/forecast.Rd
man/reconstruct.Rd
man/USUnemployment.Rd
man/iossa.result.Rd
man/plot.Rd
man/Mars.Rd
man/iossa.Rd
man/ssa-data.Rd
man/owcor.Rd
man/MotorVehicle.Rd
man/fossa.Rd
man/wnorm.Rd
man/autossa.Rd
configure.win
cleanup
Rssa documentation built on May 19, 2017, 3 p.m.