Rfssa: Functional Singular Spectrum Analysis

Methods and tools for implementing univariate and multivariate functional singular spectrum analysis for functional time series whose variables might be observed over different dimensional domains. The univariate fssa algorithm is described in Haghbin H., Najibi, S.M., Mahmoudvand R., Trinka J., Maadooliat M. (2021) and the multivariate fssa over different dimensional domains technique may be found in Trinka J., Haghbin H., and Maadooliat M. (Accepted). In addition, one may perform forecasting of univariate and multivariate fts whose variables are observed over one-dimensional domains as described in the dissertation of Trinka J. (2021) and the manuscript of Trinka J., Haghbin H., Maadooliat M. (2020) where the manuscript is to be submitted to a journal for publication.

Version: 2.0.1
Depends: R (≥ 4.0.0), dplyr
Imports: Rcpp, fda, lattice, plotly, shiny, Rssa, hrbrthemes, ggplot2, tibble, methods, RSpectra, httr, markdown
LinkingTo: Rcpp, RcppArmadillo, RcppEigen
Suggests: knitr
Published: 2022-01-10
Author: Hossein Haghbin ORCID iD [aut, cre], Jordan Trinka [aut], Seyed Morteza Najibi [aut], Mehdi Maadooliat ORCID iD [aut]
Maintainer: Hossein Haghbin <haghbinh at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/haghbinh/Rfssa
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: Rfssa results

Documentation:

Reference manual: Rfssa.pdf

Downloads:

Package source: Rfssa_2.0.1.tar.gz
Windows binaries: r-devel: Rfssa_2.0.1.zip, r-release: Rfssa_2.0.1.zip, r-oldrel: Rfssa_2.0.1.zip
macOS binaries: r-release (arm64): Rfssa_2.0.1.tgz, r-release (x86_64): Rfssa_2.0.1.tgz, r-oldrel: Rfssa_2.0.1.tgz
Old sources: Rfssa archive

Linking:

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