plot.ssa: Singular Spectrum Analysis

In jeffniv/math5973NivProj2: A Simple Framework for Singular Spectrum Analysis

Description

A ssa class object to perform a singular spectrum analysis.

Usage

## S3 method for class 'ssa'
plot(ssa, pcs = 1:4, log = TRUE)

Arguments

ssa	an object of class ssa
pcs	a vector of integers specifying which principal components to plot
log	logical option to plot the singular values in log-scale. default: TRUE.

Details

The principal components represent the data projected onto orthogonal eigenspaces. The marginal distribution plots aid in determining the noise components, which should have normal distribution. The last plot is the scree plot. Jumps in the singular values indicate groupings, components that are related to a certain signal.

Value

None

Examples

obj=ssa(co2,18)
plot(obj)

jeffniv/math5973NivProj2 documentation built on April 30, 2020, 8:11 p.m.