Description Usage Arguments Details Value Note See Also Examples

Performs the SSA decomposition.

1 2 3 4 5 6 |

`x` |
SSA object holding the decomposition. |

`neig` |
number of desired eigentriples or 'NULL' for default value (minimum from 50 and trajectory space dimension). |

`...` |
additional arguments passed to SVD routines. |

`force.continue` |
logical, if TRUE then continuation of the decomposition is explicitly requested |

This is the main function which does the decomposition of the SSA
trajectory matrix. Depending on the SVD method selected in the
`ssa`

different SVD implementations are called. This
might be the ordinary full SVD routines or fast methods which exploit
the Hankel / Toeplitz / Hankel with Hankel blocks matrix structure and
allow the calculation of first few eigentriples.

Some SVD methods support continuation of the decomposition: if the 'ssa' object already holds some decomposition and more eigentriples are requested, then the decomposition continues using the current values as a starting point reducing the computation time dramatically.

The SSA object.

Usually there is no need to call this function directly. Call to
`ssa`

does the decomposition in the end. Other functions
do the decomposition when necessary.

`Rssa`

for an overview of the package, as well as,
`svd`

, `ssa`

.

1 2 3 4 5 6 |

```
Loading required package: svd
Loading required package: forecast
Attaching package: 'Rssa'
The following object is masked from 'package:stats':
decompose
Warning message:
In ssa(co2, force.decompose = FALSE, svd.method = "nutrlan") :
`force.decompose = FALSE` is ignored because number of eigentriples is specified
Call:
ssa(x = co2, svd.method = "nutrlan", force.decompose = FALSE)
Series length: 468, Window length: 234, SVD method: nutrlan
Special triples: 0
Computed:
Eigenvalues: 50, Eigenvectors: 50, Factor vectors: 0
Precached: 0 elementary series (0 MiB)
Overall memory consumption (estimate): 0.09607 MiB
Call:
ssa(x = co2, svd.method = "nutrlan", force.decompose = FALSE)
Series length: 468, Window length: 234, SVD method: nutrlan
Special triples: 0
Computed:
Eigenvalues: 100, Eigenvectors: 100, Factor vectors: 0
Precached: 0 elementary series (0 MiB)
Overall memory consumption (estimate): 0.1857 MiB
```

Rssa documentation built on Oct. 4, 2017, 5:06 p.m.

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