Description Usage Arguments Details References See Also Examples

A set of routines to operate on Hankel matrices stored in compact FFT-based form.

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`F` |
series to construct the trajectory matrix for. |

`fft.plan` |
internal hint argument, should be NULL in most cases |

`wmask, fmask, weights` |
special parameters for shaped SSA case (see |

`circular` |
logical vector of one element, describes series topology. 'TRUE' means circularity by time. |

`L` |
the window length. |

`h, hmat` |
matrix to operate on. |

`transposed` |
logical, if 'TRUE' the multiplication is performed with the transposed matrix. |

`v` |
vector to multiply with. |

`X` |
series to construct the trajectory matrix for or matrix for hankelization |

Fast Fourier Transform provides a very efficient matrix-vector multiplication routine for Hankel matrices. See the paper in 'References' for the details of the algorithm.

Korobeynikov, A. (2010) *Computation- and space-efficient implementation of
SSA.* Statistics and Its Interface, Vol. 3, No. 3, Pp. 257-268

`Rssa`

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

,
`decompose`

,

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Rssa documentation built on May 29, 2017, 5:33 p.m.

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