CRAN/E | ASSA

ASSA

Applied Singular Spectrum Analysis (ASSA)

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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).

Citation ASSA citation info

Key Metrics

Version 2.0
R ≥ 3.6.0
Published 2020-11-20 1242 days ago
Needs compilation? yes
License GPL (≥ 3)
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Downloads

Yesterday 7 0%
Last 7 days 50 -38%
Last 30 days 283 -10%
Last 90 days 1.131 +12%
Last 365 days 4.336 -11%

Maintainer

Maintainer

Miguel de Carvalho

miguel.decarvalho@ed.ac.uk

Authors

Miguel de Carvalho

aut / cre

Gabriel Martos

aut

Material

Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ASSA archive

Depends

R ≥ 3.6.0

Imports

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