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.

Version: 1.0.2
Depends: R (≥ 3.1), svd (≥ 0.4), forecast
Imports: lattice, methods
Suggests: testthat (≥ 0.7), RSpectra, PRIMME
Published: 2020-02-28
Author: Anton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina
Maintainer: Anton Korobeynikov <anton at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: fftw (>=3.2)
Citation: Rssa citation info
In views: TimeSeries
CRAN checks: Rssa results


Reference manual: Rssa.pdf
Package source: Rssa_1.0.2.tar.gz
Windows binaries: r-prerelease:, r-release:, r-oldrel:
macOS binaries: r-prerelease: Rssa_1.0.2.tgz, r-release: Rssa_1.0.2.tgz, r-oldrel: Rssa_1.0.2.tgz
Old sources: Rssa archive

Reverse dependencies:

Reverse imports: msltrend, Rfssa, spectral.methods, TrendSLR


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