R: A Collection of Methods for Singular Spectrum Analysis

# A Collection of Methods for Singular Spectrum Analysis

## Documentation for package ‘Rssa’ version 1.1

- DESCRIPTION file

## Help Pages

A B C D E F G H I L M N O P R S T U V W misc

Rssa-package | A collection of methods for singular spectrum analysis

## -- A --

AustralianWine | Australian Wine Sales

## -- B --

Barbara | Classical 'Barbara' image (color, wide)
bforecast | Perform bootstrap SSA forecasting of the series
bforecast.1d.ssa | Perform bootstrap SSA forecasting of the series
bforecast.default | Perform bootstrap SSA forecasting of the series
bforecast.ssa | Perform bootstrap SSA forecasting of the series
bforecast.toeplitz.ssa | Perform bootstrap SSA forecasting of the series

## -- C --

cadzow | Cadzow Iterations
cadzow.ssa | Cadzow Iterations
calc.v | Calculate Factor Vector(s)
calc.v.cssa | Calculate Factor Vector(s)
calc.v.ssa | Calculate Factor Vector(s)
cleanup | Cleanup of all cached data from SSA objects
cleanup.ssa | Cleanup of all cached data from SSA objects
clone | Cloning of SSA objects
clone.ssa | Cloning of SSA objects
clplot | Ratio of complete lag vectors in dependence on window length
contributions | Properties of SSA object

## -- D --

decompose | Perform SSA Decomposition
decompose.cssa | Perform SSA Decomposition
decompose.default | Perform SSA Decomposition
decompose.ssa | Perform SSA Decomposition
decompose.toeplitz.ssa | Perform SSA Decomposition

## -- E --

eossa | ESPRIT-based O-SSA nested decomposition
eossa.ssa | ESPRIT-based O-SSA nested decomposition

## -- F --

forecast.1d.ssa | Perform SSA forecasting of series
forecast.ssa | Perform SSA forecasting of series
forecast.toeplitz.ssa | Perform SSA forecasting of series
fossa | Nested Filter-adjusted O-SSA decomposition
fossa.ssa | Nested Filter-adjusted O-SSA decomposition
frobenius.cor | Calculate Frobenius correlations of the component matrices

## -- G --

gapfill | Perform SSA gapfilling via forecast
gapfill.1d.ssa | Perform SSA gapfilling via forecast
gapfill.cssa | Perform SSA gapfilling via forecast
gapfill.mssa | Perform SSA gapfilling via forecast
gapfill.toeplitz.ssa | Perform SSA gapfilling via forecast
grouping.auto | Group Elementary Series
grouping.auto.pgram | Group elementary series using periodogram
grouping.auto.pgram.1d.ssa | Group elementary series using periodogram
grouping.auto.pgram.ssa | Group elementary series using periodogram
grouping.auto.pgram.toeplitz.ssa | Group elementary series using periodogram
grouping.auto.wcor | Group Elementary Series Using W-correlation Matrix
grouping.auto.wcor.ssa | Group Elementary Series Using W-correlation Matrix

## -- H --

hankel | Hankel matrices operations.
hbhankel | Hankel with Hankel block matrices operations.
hbhcols | Hankel with Hankel block matrices operations.
hbhmatmul | Hankel with Hankel block matrices operations.
hbhrows | Hankel with Hankel block matrices operations.
hcols | Hankel matrices operations.
hmatmul | Hankel matrices operations.
hmatr | Calculate the heterogeneity matrix.
hrows | Hankel matrices operations.

## -- I --

igapfill | Perform SSA gapfilling via iterative reconstruction
igapfill.1d.ssa | Perform SSA gapfilling via iterative reconstruction
igapfill.cssa | Perform SSA gapfilling via iterative reconstruction
igapfill.nd.ssa | Perform SSA gapfilling via iterative reconstruction
igapfill.ssa | Perform SSA gapfilling via iterative reconstruction
igapfill.toeplitz.ssa | Perform SSA gapfilling via iterative reconstruction
iossa | Iterative O-SSA nested decomposition
iossa.result | Summary of Iterative O-SSA results
iossa.ssa | Iterative O-SSA nested decomposition
is.hbhmat | Hankel with Hankel block matrices operations.
is.hmat | Hankel matrices operations.
is.tmat | Toeplitz matrices operations.

## -- L --

lrr | Calculate the min-norm Linear Recurrence Relation
lrr.1d.ssa | Calculate the min-norm Linear Recurrence Relation
lrr.default | Calculate the min-norm Linear Recurrence Relation
lrr.ssa | Calculate the min-norm Linear Recurrence Relation
lrr.toeplitz.ssa | Calculate the min-norm Linear Recurrence Relation

## -- M --

Mars | Webcam image of Mars
MotorVehicle | Total U.S. Domestic and Foreign Car Sales

## -- N --

new.hbhmat | Hankel with Hankel block matrices operations.
new.hmat | Hankel matrices operations.
new.ssa | Create a new SSA object
new.tmat | Toeplitz matrices operations.
nlambda | Properties of SSA object
nsigma | Properties of SSA object
nspecial | Properties of SSA object
nspecial.ssa | Properties of SSA object
nu | Properties of SSA object
nv | Properties of SSA object

## -- O --

owcor | Calculate generalized (oblique) W-correlation matrix

## -- P --

parestimate | Estimate periods from (set of) eigenvectors
parestimate.1d.ssa | Estimate periods from (set of) eigenvectors
parestimate.cssa | Estimate periods from (set of) eigenvectors
parestimate.mssa | Estimate periods from (set of) eigenvectors
parestimate.nd.ssa | Estimate periods from (set of) eigenvectors
parestimate.toeplitz.ssa | Estimate periods from (set of) eigenvectors
plot.1d.ssa.reconstruction | Plot the results of SSA reconstruction
plot.2d.ssa.reconstruction | Plot the results of SSA reconstruction
plot.grouping.auto.pgram | Group elementary series using periodogram
plot.hmatr | Calculate the heterogeneity matrix.
plot.lrr | Calculate the min-norm Linear Recurrence Relation
plot.mssa.reconstruction | Plot the results of SSA reconstruction
plot.nd.ssa.reconstruction | Plot the results of SSA reconstruction
plot.reconstruction | Plot the results of SSA reconstruction
plot.ssa | Plot SSA object
plot.ssa.reconstruction | Plot the results of SSA reconstruction
plot.toeplitz.ssa.reconstruction | Plot the results of SSA reconstruction
plot.wcor.matrix | Calculate the W-correlation matrix
precache | Calculates and caches elementary components inside SSA object
precache.ssa | Calculates and caches elementary components inside SSA object
predict.1d.ssa | Perform SSA forecasting of series
predict.mssa | Perform SSA forecasting of series
predict.ssa | Perform SSA forecasting of series
predict.toeplitz.ssa | Perform SSA forecasting of series
print.iossa.result | Summary of Iterative O-SSA results

## -- R --

reconstruct | Perform a series reconstruction
reconstruct.ssa | Perform a series reconstruction
residuals.ssa | Obtain the residuals from SSA reconstruction
residuals.ssa.reconstruction | Obtain the residuals from SSA reconstruction
rforecast | Perform recurrent SSA forecasting of the series
rforecast.1d.ssa | Perform recurrent SSA forecasting of the series
rforecast.cssa | Perform recurrent SSA forecasting of the series
rforecast.default | Perform recurrent SSA forecasting of the series
rforecast.mssa | Perform recurrent SSA forecasting of the series
rforecast.pssa.1d.ssa | Perform recurrent SSA forecasting of the series
rforecast.ssa | Perform recurrent SSA forecasting of the series
rforecast.toeplitz.ssa | Perform recurrent SSA forecasting of the series
roots | Calculate the min-norm Linear Recurrence Relation
roots.lrr | Calculate the min-norm Linear Recurrence Relation
Rssa | A collection of methods for singular spectrum analysis

## -- S --

ssa | Create a new SSA object
ssa-input | Input Data Formats Used by SSA Routines
ssa-object | Properties of SSA object
ssa.capabilities | SSA methods and capabilities check
summarize.gaps | Summarize Gaps in a Series
summarize.gaps.1d.ssa | Summarize Gaps in a Series
summarize.gaps.cssa | Summarize Gaps in a Series
summarize.gaps.default | Summarize Gaps in a Series
summarize.gaps.ssa | Summarize Gaps in a Series
summarize.gaps.toeplitz.ssa | Summarize Gaps in a Series
summary.iossa.result | Summary of Iterative O-SSA results
summary.ssa | Properties of SSA object

## -- T --

tcols | Toeplitz matrices operations.
tmatmul | Toeplitz matrices operations.
trows | Toeplitz matrices operations.

## -- U --

USUnemployment | U.S. unemployment figures

## -- V --

vforecast | Perform vector SSA forecasting of the series
vforecast.1d.ssa | Perform vector SSA forecasting of the series
vforecast.cssa | Perform vector SSA forecasting of the series
vforecast.default | Perform vector SSA forecasting of the series
vforecast.mssa | Perform vector SSA forecasting of the series
vforecast.pssa.1d.ssa | Perform vector SSA forecasting of the series
vforecast.ssa | Perform vector SSA forecasting of the series
vforecast.toeplitz.ssa | Perform vector SSA forecasting of the series

## -- W --

wcor | Calculate the W-correlation matrix
wcor.default | Calculate the W-correlation matrix
wcor.ossa | Calculate the W-correlation matrix
wcor.ssa | Calculate the W-correlation matrix
wnorm | Calculate Weighted Norm of series
wnorm.1d.ssa | Calculate Weighted Norm of series
wnorm.complex | Calculate Weighted Norm of series
wnorm.default | Calculate Weighted Norm of series
wnorm.mssa | Calculate Weighted Norm of series
wnorm.nd.ssa | Calculate Weighted Norm of series
wnorm.toeplitz.ssa | Calculate Weighted Norm of series

## -- misc --

$.ssa | Properties of SSA object