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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.
They may not be fully stable and should be used with caution. We make no claims about them.