A collection of methods for singular spectrum analysis


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Documentation for package ‘Rssa’ version 0.9.9

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Rssa-package A collection of methods for singular spectrum analysis
$.ssa Properties of SSA object
bforecast Perform bootstrap SSA forecasting of the series
bforecast.1d.ssa Perform bootstrap SSA forecasting of the series
bforecast.default Perform bootstrap SSA forecasting of the series
bforecast.ssa Perform bootstrap SSA forecasting of the series
bforecast.toeplitz.ssa Perform bootstrap SSA forecasting of the series
cadzow Cadzow Iterations
cadzow.1d.ssa Cadzow Iterations
cadzow.ssa Cadzow Iterations
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)
calc.v.toeplitz.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 elementary series
clusterify.ssa Automatic grouping of the elementary series
decompose Calculate SSA decomposition of the series
decompose.1d.ssa Calculate SSA decomposition of the series
decompose.2d.ssa Calculate SSA decomposition of the series
decompose.default Calculate SSA decomposition of the series
decompose.ssa Calculate SSA decomposition of the series
decompose.toeplitz.ssa Calculate SSA decomposition of the series
forecast.1d.ssa Perform SSA forecasting of series
forecast.ssa Perform SSA forecasting of series
forecast.toeplitz.ssa Perform SSA forecasting of 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.
hmatr Calculate the heterogeneity matrix.
hrows Hankel matrices operations.
is.hbhmat Hankel with Hankel block matrices operations.
is.hmat Hankel matrices operations.
is.tmat Toeplitz matrices operations.
lrr Calculate the Linear Recurrence Relation
lrr.1d.ssa Calculate the Linear Recurrence Relation
lrr.default Calculate the Linear Recurrence Relation
lrr.ssa Calculate the Linear Recurrence Relation
lrr.toeplitz.ssa Calculate the Linear Recurrence Relation
MotorVehicle Total U.S. Domestic and Foreign Car Sales
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
parestimate Estimate periods from (set of) eigenvectors
parestimate.1d.ssa Estimate periods from (set of) eigenvectors
parestimate.toeplitz.ssa Estimate periods from (set of) eigenvectors
plot.1d.ssa.reconstruction Plot the results of SSA reconstruction
plot.hmatr Calculate the heterogeneity matrix.
plot.lrr Calculate the Linear Recurrence Relation
plot.reconstruction Plot the results of SSA reconstruction
plot.ssa Plot SSA object
plot.ssa.reconstruction Plot the results of SSA reconstruction
plot.toeplitz.ssa.reconstruction Plot the results of SSA reconstruction
plot.wcor.matrix Calculate the W-correlation matrix
precache Calculates and caches elementary series inside SSA object
precache.ssa Calculates and caches elementary series inside SSA object
predict.1d.ssa Perform SSA forecasting of series
predict.ssa Perform SSA forecasting of series
predict.toeplitz.ssa Perform SSA forecasting of series
reconstruct Perform a series reconstruction
reconstruct.ssa Perform a series reconstruction
residuals.ssa Obtain the residuals from SSA reconstruction
residuals.ssa.reconstruction Obtain the residuals from SSA reconstruction
rforecast Perform recurrent SSA forecasting of the series
rforecast.1d.ssa Perform recurrent SSA forecasting of the series
rforecast.default Perform recurrent SSA forecasting of the series
rforecast.ssa Perform recurrent SSA forecasting of the series
rforecast.toeplitz.ssa Perform recurrent SSA forecasting of the series
roots Calculate the Linear Recurrence Relation
roots.lrr Calculate the Linear Recurrence Relation
Rssa A collection of methods for singular spectrum analysis
ssa Create a new SSA object
ssa-object Properties of SSA object
summary.ssa Properties of SSA object
tcols Toeplitz matrices operations.
tmatmul Toeplitz matrices operations.
trows Toeplitz matrices operations.
vforecast Perform vector SSA forecasting of the series
vforecast.1d.ssa Perform vector SSA forecasting of the series
vforecast.default Perform vector SSA forecasting of the series
vforecast.ssa Perform vector SSA forecasting of the series
vforecast.toeplitz.ssa Perform vector SSA forecasting of the series
wcor Calculate the W-correlation matrix
wcor.default Calculate the W-correlation matrix
wcor.ssa Calculate the W-correlation matrix