embed.ssa: Embed a series into a trajectory matrix
In jeffniv/math5973NivProj2: A Simple Framework for Singular Spectrum Analysis
Description
Usage
Arguments
Details
Value
Description
This is a helper function for the 'math5973NivProj2' package.
Usage
1
embed.ssa(series, window.length = 12)
Arguments
series
spatio/temporal series
window.length
subseries length
Details
The Hankel structure is similar to a Toeplitz structure except that the skew-diagonals are constant.
Value
a Hankel-type, trajectory matrix X
jeffniv/math5973NivProj2 documentation built on April 30, 2020, 8:11 p.m.
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Description Usage Arguments Details Value
Description
This is a helper function for the 'math5973NivProj2' package.
Usage
1 | embed.ssa(series, window.length = 12)
|
Arguments
series |
spatio/temporal series |
window.length |
subseries length |
Details
The Hankel structure is similar to a Toeplitz structure except that the skew-diagonals are constant.
Value
a Hankel-type, trajectory matrix X
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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