Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series.

Documentation

Manual: Rssa.pdf
Vignette: None available.

Maintainer: Anton Korobeynikov <anton at korobeynikov.info>

Author(s): Anton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina

Install package and any missing dependencies by running this line in your R console:

install.packages("Rssa")

Depends R (>= 3.1), svd(>=0.4), forecast
Imports lattice, methods
Suggests testthat(>=0.7)
Enhances
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depends
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msltrend, spectral.methods
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Package Rssa
Materials
URL http://github.com/asl/rssa
Task Views TimeSeries
Version 0.14
Published 2016-10-13
License GPL (>= 2)
BugReports
SystemRequirements fftw (>=3.2)
NeedsCompilation yes
Citation
CRAN checks Rssa check results
Package source Rssa_0.14.tar.gz