Rssa: A Collection of Methods for Singular Spectrum Analysis

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

Documentation:

Reference manual:

Rssa.html , Rssa.pdf

Downloads:

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 dependencies:

Reverse imports:	msltrend, Rfssa, SSAforecast, VisitorCounts
Reverse suggests:	DecomposeR

Linking:

Please use the canonical form https://CRAN.R-project.org/package=Rssa to link to this page.