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Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series. General description of the methods with many examples can be found in the book Golyandina (2018, <doi:10.1007/978-3-662-57380-8>). See 'citation("Rssa")' for details.
Version: | 1.1 |
Depends: | R (≥ 3.1), svd (≥ 0.4), forecast |
Imports: | lattice, methods |
Suggests: | testthat (≥ 0.7), RSpectra, PRIMME, irlba |
Published: | 2024-09-05 |
DOI: | 10.32614/CRAN.package.Rssa |
Author: | Anton Korobeynikov [aut, cre], Alex Shlemov [aut], Konstantin Usevich [aut], Nina Golyandina [aut] |
Maintainer: | Anton Korobeynikov <anton at korobeynikov.info> |
BugReports: | https://github.com/asl/rssa/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/asl/rssa |
NeedsCompilation: | yes |
SystemRequirements: | fftw (>=3.2) |
Citation: | Rssa citation info |
In views: | TimeSeries |
CRAN checks: | Rssa results |
Reference manual: | Rssa.pdf |
Package source: | Rssa_1.1.tar.gz |
Windows binaries: | r-devel: Rssa_1.1.zip, r-release: Rssa_1.1.zip, r-oldrel: Rssa_1.1.zip |
macOS binaries: | r-release (arm64): Rssa_1.1.tgz, r-oldrel (arm64): Rssa_1.1.tgz, r-release (x86_64): Rssa_1.1.tgz, r-oldrel (x86_64): Rssa_1.1.tgz |
Old sources: | Rssa archive |
Reverse imports: | msltrend, Rfssa, TrendSLR, VisitorCounts |
Reverse suggests: | DecomposeR |
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These binaries (installable software) and packages are in development.
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