Crandore Hub

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>).

Versions across snapshots

VersionRepositoryFileSize
2.0 rolling linux/jammy R-4.5 ASSA_2.0.tar.gz 166.6 KiB
2.0 rolling linux/noble R-4.5 ASSA_2.0.tar.gz 166.5 KiB
2.0 rolling source/ R- ASSA_2.0.tar.gz 35.5 KiB
2.0 latest linux/jammy R-4.5 ASSA_2.0.tar.gz 166.6 KiB
2.0 latest linux/noble R-4.5 ASSA_2.0.tar.gz 166.5 KiB
2.0 latest source/ R- ASSA_2.0.tar.gz 35.5 KiB
2.0 2026-04-26 source/ R- ASSA_2.0.tar.gz 35.5 KiB
2.0 2026-04-23 source/ R- ASSA_2.0.tar.gz 35.5 KiB
2.0 2026-04-09 windows/windows R-4.5 ASSA_2.0.zip 173.8 KiB
2.0 2025-04-20 source/ R- ASSA_2.0.tar.gz 35.5 KiB

Dependencies (latest)

Imports