ssa: Singular Spectrum Analysis
Version 0.5

R functions for singular spectrum analysis

AuthorJan de Leeuw <deleeuw@stat.ucla.edu>, Patrick Crutcher <pcrutcher@stat.ucla.edu>
Date of publication2010-02-03 01:26:11-03-07 04:46:29
MaintainerPatrick Crutcher <pcrutcher@stat.ucla.edu>
LicenseGPL (>= 2)
Version0.5
URL http://gifi.stat.ucla.edu
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ssa", repos="http://R-Forge.R-project.org")

Popular man pages

btpsd: Blackman-Tukey spectral density estimate
detrend: Detrend a time series
rconv: ~~function to do ... ~~
sincos: Fourier SSA
ssa: Apply Hankel operator to a time series
ssa_trans: Equivalence classes for the transitive closure of a matrix
warshall: Warshall's algorithm
See all...

All man pages Function index File listing

Man pages

adp.mtm: Performs Adaptive multi-taper method on a time series
btpsd: Blackman-Tukey spectral density estimate
center: Centering of a series
detrend: Detrend a time series
fromCross: ~~function to do ... ~~
hankel: Apply Hankel operator to a time series
ident: Identity function
is.even: Divisibility by 2
mem.spec: Maximum-entropy spectral estimate
mtm: Multi-taper method
rconv: ~~function to do ... ~~
sincos: Fourier SSA
ssa: Apply Hankel operator to a time series
ssa_trans: Equivalence classes for the transitive closure of a matrix
ssa_w_cor: w-correlation
warshall: Warshall's algorithm

Functions

Files

CHANGELOG
data
data/tsoi.rda
data/beer48.Rdata
data/beersales.Rdata
data/beerC40.Rdata
data/co2.Rdata
data/milk.Rdata
data/co2C.Rdata
R
R/MTM.R
R/computeSSA.r
R/hankel.r
R/BTMEM.R
R/preprocess.R
R/ssa.R
NAMESPACE
inst
inst/doc
inst/doc/ssa.tex
inst/doc/ssa.pdf
COPYING.LIB
DESCRIPTION
man
man/fromCross.Rd
man/adp.mtm.Rd
man/ssa_w_cor.Rd
man/btpsd.Rd
man/center.Rd
man/hankel.Rd
man/mtm.Rd
man/warshall.Rd
man/ssa_trans.Rd
man/is.even.Rd
man/ident.Rd
man/rconv.Rd
man/mem.spec.Rd
man/detrend.Rd
man/sincos.Rd
man/ssa.Rd
src
src/ssa.c
ssa documentation built on May 21, 2017, 3:26 a.m.

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