A collection of methods for singular spectrum analysis


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Documentation for package ‘Rssa’ version 0.8.2

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Rssa-package A collection of methods for singular spectrum analysis
calc.v Calculate Factor Vector(s)
calc.v.1d-ssa Calculate Factor Vector(s)
calc.v.2d-ssa Calculate Factor Vector(s)
calc.v.ssa Calculate Factor Vector(s)
cleanup Cleanup of all cached data from SSA objects
cleanup.ssa Cleanup of all cached data from SSA objects
clone Cloning of SSA objects
clone.ssa Cloning of SSA objects
clusterify Automatic grouping of the subseries
clusterify.ssa Automatic grouping of the subseries
decompose Calculate SSA decomposition of the series
decompose.default Calculate SSA decomposition of the series
decompose.ssa Calculate SSA decomposition of the series
hankel Hankel matrices operations.
hbhankel Hankel with Hankel block matrices operations.
hbhcols Hankel with Hankel block matrices operations.
hbhmatmul Hankel with Hankel block matrices operations.
hbhrows Hankel with Hankel block matrices operations.
hcols Hankel matrices operations.
hmatmul Hankel matrices operations.
hrows Hankel matrices operations.
is.hbhmat Hankel with Hankel block matrices operations.
is.hmat Hankel matrices operations.
is.tmat Toeplitz matrices operations.
new.hbhmat Hankel with Hankel block matrices operations.
new.hmat Hankel matrices operations.
new.ssa Create a new SSA object
new.tmat Toeplitz matrices operations.
nlambda Properties of SSA object
nu Properties of SSA object
nv Properties of SSA object
plot.ssa Plot SSA object
precache Calculates and caches elementary series inside SSA object
precache.ssa Calculates and caches elementary series inside SSA object
reconstruct Perform a series reconstruction
reconstruct.ssa Perform a series reconstruction
Rssa A collection of methods for singular spectrum analysis
tcols Toeplitz matrices operations.
tmatmul Toeplitz matrices operations.
trows Toeplitz matrices operations.
wcor Calculate the W-correlation matrix
wcor.default Calculate the W-correlation matrix
wcor.ssa Calculate the W-correlation matrix