ASSA: Applied Singular Spectrum Analysis (ASSA)

Functions to model and decompose time series into principal components using singular spectrum analysis (de Carvalho and Rua (2017) <doi:10.1016/j.ijforecast.2015.09.004>; de Carvalho et al (2012) <doi:10.1016/j.econlet.2011.09.007>).

Version: 1.0
Depends: R (≥ 3.0.1)
Imports: stats
Published: 2018-05-14
Author: Miguel de Carvalho [aut, cre], Gabriel Martos [aut]
Maintainer: Miguel de Carvalho <miguel.decarvalho at ed.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: yes
Citation: ASSA citation info
In views: TimeSeries
CRAN checks: ASSA results

Downloads:

Reference manual: ASSA.pdf
Package source: ASSA_1.0.tar.gz
Windows binaries: r-devel: ASSA_1.0.zip, r-release: ASSA_1.0.zip, r-oldrel: ASSA_1.0.zip
macOS binaries: r-release: ASSA_1.0.tgz, r-oldrel: ASSA_1.0.tgz

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