Description Usage Arguments Details Author(s) References

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

1 2 3 4 5 6 7 |

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

`L` |
the window length. |

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

`circular` |
logical vector of one or two elements, describes field topology. 'TRUE' means circularity by a corresponding coordinate. If vector has only one element, this element will be used twice. |

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

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

`v` |
vector to multiply with. |

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

Konstantin Usevich

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

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

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