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: | 2.0 |
Depends: | R (≥ 3.6.0) |
Imports: | stats |
Published: | 2020-11-20 |
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 |
Reference manual: | ASSA.pdf |
Package source: | ASSA_2.0.tar.gz |
Windows binaries: | r-devel: ASSA_2.0.zip, r-release: ASSA_2.0.zip, r-oldrel: ASSA_2.0.zip |
macOS binaries: | r-release (arm64): ASSA_2.0.tgz, r-oldrel (arm64): ASSA_2.0.tgz, r-release (x86_64): ASSA_2.0.tgz, r-oldrel (x86_64): ASSA_2.0.tgz |
Old sources: | ASSA archive |
Reverse suggests: | DATAstudio |
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