A Collection of Methods for Singular Spectrum Analysis


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Documentation for package ‘Rssa’ version 1.0.5

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A B C D E F G H I L M N O P R S T U V W misc

Rssa-package A collection of methods for singular spectrum analysis

-- A --

AustralianWine Australian Wine Sales

-- B --

Barbara Classical 'Barbara' image (color, wide)
bforecast Perform bootstrap SSA forecasting of the series
bforecast.1d.ssa Perform bootstrap SSA forecasting of the series
bforecast.default Perform bootstrap SSA forecasting of the series
bforecast.ssa Perform bootstrap SSA forecasting of the series
bforecast.toeplitz.ssa Perform bootstrap SSA forecasting of the series

-- C --

cadzow Cadzow Iterations
cadzow.ssa Cadzow Iterations
calc.v Calculate Factor Vector(s)
calc.v.cssa Calculate Factor Vector(s)
calc.v.ssa Calculate Factor Vector(s)
cleanup Cleanup of all cached data from SSA objects
cleanup.ssa Cleanup of all cached data from SSA objects
clone Cloning of SSA objects
clone.ssa Cloning of SSA objects
clplot Ratio of complete lag vectors in dependence on window length
contributions Properties of SSA object

-- D --

decompose Perform SSA Decomposition
decompose.cssa Perform SSA Decomposition
decompose.default Perform SSA Decomposition
decompose.ssa Perform SSA Decomposition
decompose.toeplitz.ssa Perform SSA Decomposition

-- E --

eossa ESPRIT-based O-SSA nested decomposition
eossa.ssa ESPRIT-based O-SSA nested decomposition

-- F --

forecast.1d.ssa Perform SSA forecasting of series
forecast.ssa Perform SSA forecasting of series
forecast.toeplitz.ssa Perform SSA forecasting of series
fossa Nested Filter-adjusted O-SSA decomposition
fossa.ssa Nested Filter-adjusted O-SSA decomposition
frobenius.cor Calculate Frobenius correlations of the component matrices

-- G --

gapfill Perform SSA gapfilling via forecast
gapfill.1d.ssa Perform SSA gapfilling via forecast
gapfill.cssa Perform SSA gapfilling via forecast
gapfill.mssa Perform SSA gapfilling via forecast
gapfill.toeplitz.ssa Perform SSA gapfilling via forecast
grouping.auto Group Elementary Series
grouping.auto.pgram Group elementary series using periodogram
grouping.auto.pgram.1d.ssa Group elementary series using periodogram
grouping.auto.pgram.ssa Group elementary series using periodogram
grouping.auto.pgram.toeplitz.ssa Group elementary series using periodogram
grouping.auto.wcor Group Elementary Series Using W-correlation Matrix
grouping.auto.wcor.ssa Group Elementary Series Using W-correlation Matrix

-- H --

hankel Hankel matrices operations.
hbhankel Hankel with Hankel block matrices operations.
hbhcols Hankel with Hankel block matrices operations.
hbhmatmul Hankel with Hankel block matrices operations.
hbhrows Hankel with Hankel block matrices operations.
hcols Hankel matrices operations.
hmatmul Hankel matrices operations.
hmatr Calculate the heterogeneity matrix.
hrows Hankel matrices operations.

-- I --

igapfill Perform SSA gapfilling via iterative reconstruction
igapfill.1d.ssa Perform SSA gapfilling via iterative reconstruction
igapfill.cssa Perform SSA gapfilling via iterative reconstruction
igapfill.nd.ssa Perform SSA gapfilling via iterative reconstruction
igapfill.ssa Perform SSA gapfilling via iterative reconstruction
igapfill.toeplitz.ssa Perform SSA gapfilling via iterative reconstruction
iossa Iterative O-SSA nested decomposition
iossa.result Summary of Iterative O-SSA results
iossa.ssa Iterative O-SSA nested decomposition
is.hbhmat Hankel with Hankel block matrices operations.
is.hmat Hankel matrices operations.
is.tmat Toeplitz matrices operations.

-- L --

lrr Calculate the min-norm Linear Recurrence Relation
lrr.1d.ssa Calculate the min-norm Linear Recurrence Relation
lrr.default Calculate the min-norm Linear Recurrence Relation
lrr.ssa Calculate the min-norm Linear Recurrence Relation
lrr.toeplitz.ssa Calculate the min-norm Linear Recurrence Relation

-- M --

Mars Webcam image of Mars
MotorVehicle Total U.S. Domestic and Foreign Car Sales

-- N --

new.hbhmat Hankel with Hankel block matrices operations.
new.hmat Hankel matrices operations.
new.ssa Create a new SSA object
new.tmat Toeplitz matrices operations.
nlambda Properties of SSA object
nsigma Properties of SSA object
nspecial Properties of SSA object
nspecial.ssa Properties of SSA object
nu Properties of SSA object
nv Properties of SSA object

-- O --

owcor Calculate generalized (oblique) W-correlation matrix

-- P --

parestimate Estimate periods from (set of) eigenvectors
parestimate.1d.ssa Estimate periods from (set of) eigenvectors
parestimate.cssa Estimate periods from (set of) eigenvectors
parestimate.mssa Estimate periods from (set of) eigenvectors
parestimate.nd.ssa Estimate periods from (set of) eigenvectors
parestimate.toeplitz.ssa Estimate periods from (set of) eigenvectors
plot.1d.ssa.reconstruction Plot the results of SSA reconstruction
plot.2d.ssa.reconstruction Plot the results of SSA reconstruction
plot.grouping.auto.pgram Group elementary series using periodogram
plot.hmatr Calculate the heterogeneity matrix.
plot.lrr Calculate the min-norm Linear Recurrence Relation
plot.mssa.reconstruction Plot the results of SSA reconstruction
plot.nd.ssa.reconstruction Plot the results of SSA reconstruction
plot.reconstruction Plot the results of SSA reconstruction
plot.ssa Plot SSA object
plot.ssa.reconstruction Plot the results of SSA reconstruction
plot.toeplitz.ssa.reconstruction Plot the results of SSA reconstruction
plot.wcor.matrix Calculate the W-correlation matrix
precache Calculates and caches elementary components inside SSA object
precache.ssa Calculates and caches elementary components inside SSA object
predict.1d.ssa Perform SSA forecasting of series
predict.mssa Perform SSA forecasting of series
predict.ssa Perform SSA forecasting of series
predict.toeplitz.ssa Perform SSA forecasting of series
print.iossa.result Summary of Iterative O-SSA results

-- R --

reconstruct Perform a series reconstruction
reconstruct.ssa Perform a series reconstruction
residuals.ssa Obtain the residuals from SSA reconstruction
residuals.ssa.reconstruction Obtain the residuals from SSA reconstruction
rforecast Perform recurrent SSA forecasting of the series
rforecast.1d.ssa Perform recurrent SSA forecasting of the series
rforecast.cssa Perform recurrent SSA forecasting of the series
rforecast.default Perform recurrent SSA forecasting of the series
rforecast.mssa Perform recurrent SSA forecasting of the series
rforecast.pssa.1d.ssa Perform recurrent SSA forecasting of the series
rforecast.ssa Perform recurrent SSA forecasting of the series
rforecast.toeplitz.ssa Perform recurrent SSA forecasting of the series
roots Calculate the min-norm Linear Recurrence Relation
roots.lrr Calculate the min-norm Linear Recurrence Relation
Rssa A collection of methods for singular spectrum analysis

-- S --

ssa Create a new SSA object
ssa-input Input Data Formats Used by SSA Routines
ssa-object Properties of SSA object
ssa.capabilities SSA methods and capabilities check
summarize.gaps Summarize Gaps in a Series
summarize.gaps.1d.ssa Summarize Gaps in a Series
summarize.gaps.cssa Summarize Gaps in a Series
summarize.gaps.default Summarize Gaps in a Series
summarize.gaps.ssa Summarize Gaps in a Series
summarize.gaps.toeplitz.ssa Summarize Gaps in a Series
summary.iossa.result Summary of Iterative O-SSA results
summary.ssa Properties of SSA object

-- T --

tcols Toeplitz matrices operations.
tmatmul Toeplitz matrices operations.
trows Toeplitz matrices operations.

-- U --

USUnemployment U.S. unemployment figures

-- V --

vforecast Perform vector SSA forecasting of the series
vforecast.1d.ssa Perform vector SSA forecasting of the series
vforecast.cssa Perform vector SSA forecasting of the series
vforecast.default Perform vector SSA forecasting of the series
vforecast.mssa Perform vector SSA forecasting of the series
vforecast.pssa.1d.ssa Perform vector SSA forecasting of the series
vforecast.ssa Perform vector SSA forecasting of the series
vforecast.toeplitz.ssa Perform vector SSA forecasting of the series

-- W --

wcor Calculate the W-correlation matrix
wcor.default Calculate the W-correlation matrix
wcor.ossa Calculate the W-correlation matrix
wcor.ssa Calculate the W-correlation matrix
wnorm Calculate Weighted Norm of series
wnorm.1d.ssa Calculate Weighted Norm of series
wnorm.complex Calculate Weighted Norm of series
wnorm.default Calculate Weighted Norm of series
wnorm.mssa Calculate Weighted Norm of series
wnorm.nd.ssa Calculate Weighted Norm of series
wnorm.toeplitz.ssa Calculate Weighted Norm of series

-- misc --

$.ssa Properties of SSA object