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DESCRIPTION
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DESCRIPTION
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Package: Rssa
Type: Package
Title: A Collection of Methods for Singular Spectrum Analysis
Version: 1.1
Depends: R (>= 3.1), svd (>= 0.4), forecast
Imports: lattice, methods
Suggests: testthat (>= 0.7), RSpectra, PRIMME, irlba
SystemRequirements: fftw (>=3.2)
Author: Anton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina
Maintainer: Anton Korobeynikov <[email protected]>
Authors@R: c(person(given = "Anton",
family = "Korobeynikov",
role = c("aut", "cre"),
email = "[email protected]"),
person(given = "Alex",
family = "Shlemov",
role = "aut"),
person(given = "Konstantin",
family = "Usevich",
role = "aut"),
person(given = "Nina",
family = "Golyandina",
role = "aut"))
Description: Methods and tools for Singular Spectrum Analysis including decomposition,
forecasting and gap-filling for univariate and multivariate time series.
General description of the methods with many examples can be found in the book
Golyandina (2018, <doi:10.1007/978-3-662-57380-8>).
See 'citation("Rssa")' for details.
License: GPL (>= 2)
URL: https://github.com/asl/rssa
BugReports: https://github.com/asl/rssa/issues
Config/testthat/parallel: true