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: 0.13
Depends: R (≥ 3.1), svd (≥ 0.3.3), forecast
Imports: lattice
Suggests: testthat (≥ 0.7)
Published: 2015-03-03
Author: Anton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina
Maintainer: Anton Korobeynikov <anton at korobeynikov.info>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://github.com/asl/rssa
NeedsCompilation: yes
SystemRequirements: fftw (>=3.2)
Citation: Rssa citation info
In views: TimeSeries
CRAN checks: Rssa results

Downloads:

Reference manual: Rssa.pdf
Package source: Rssa_0.13.tar.gz
Windows binaries: r-devel: Rssa_0.13.zip, r-release: Rssa_0.13.zip, r-oldrel: Rssa_0.11.zip
OS X Snow Leopard binaries: r-release: Rssa_0.13.tgz, r-oldrel: Rssa_0.11.tgz
OS X Mavericks binaries: r-release: not available
Old sources: Rssa archive