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>).

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Description file content

Package
ASSA
Version
1.0
Date
2018-05-08
Title
Applied Singular Spectrum Analysis (ASSA)
Description
Functions to model and decompose time series into principal components using singular spectrum analysis (de Carvalho and Rua (2017) ; de Carvalho et al (2012) ).
Author
Miguel de Carvalho [aut, cre], Gabriel Martos [aut]
Depends
R (>= 3.0.1)
Maintainer
Miguel de Carvalho
License
GPL (>= 3)
Repository
CRAN
Imports
stats
NeedsCompilation
yes
Packaged
2018-05-14 12:27:17 UTC; epscrux
Date/Publication
2018-05-14 12:51:57 UTC

install.packages('ASSA')

1.0

2 months ago

Miguel de Carvalho

GPL (>= 3)

Depends on

R (>= 3.0.1)

Imports

stats

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