ssa: Singular Spectrum Analysis

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R functions for singular spectrum analysis

Author
Jan de Leeuw <deleeuw@stat.ucla.edu>, Patrick Crutcher <pcrutcher@stat.ucla.edu>
Date of publication
2010-02-03 01:26:11-03-07 04:46:29
Maintainer
Patrick Crutcher <pcrutcher@stat.ucla.edu>
License
GPL (>= 2)
Version
0.5
URLs

View on R-Forge

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

Files in this package

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