Package: ASSA 2.0

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>).

Authors:Miguel de Carvalho [aut, cre], Gabriel Martos [aut]

ASSA_2.0.tar.gz
ASSA_2.0.zip(r-4.7)ASSA_2.0.zip(r-4.6)ASSA_2.0.zip(r-4.5)
ASSA_2.0.tgz(r-4.6-x86_64)ASSA_2.0.tgz(r-4.6-arm64)ASSA_2.0.tgz(r-4.5-x86_64)ASSA_2.0.tgz(r-4.5-arm64)
ASSA_2.0.tar.gz(r-4.6-arm64)ASSA_2.0.tar.gz(r-4.6-x86_64)ASSA_2.0.tar.gz(r-4.5-arm64)ASSA_2.0.tar.gz(r-4.5-x86_64)
ASSA_2.0.tgz(r-4.5-emscripten)
ASSA.pdf |ASSA.html
ASSA/json (API)

# Install 'ASSA' in R:
install.packages('ASSA', repos = c('https://extremestats.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • GDPIP - A Real-time Vintage of GDP and IP for the US Economy
  • brexit - Brexit Poll Tracker
  • merval - MERVAL interval data

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortran

2.04 score 11 scripts 277 downloads 22 mentions 25 exports 0 dependencies

Last updated from:d74b036823. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK109
linux-devel-x86_64OK98
source / vignettesOK134
linux-release-arm64OK93
linux-release-x86_64OK96
macos-release-arm64OK90
macos-release-x86_64OK359
macos-oldrel-arm64OK159
macos-oldrel-x86_64OK244
windows-develOK93
windows-releaseOK66
windows-oldrelOK78
wasm-releaseOK79

Exports:bmssabmssa.defaultbssabssa.defaultcombplotisstisst.defaultitsframeitsframe.defaultmisstmisst.defaultmitsframemitsframe.defaultmsstmsst.defaultmsstcmsstc.defaultmtsframemtsframe.defaultpredictpredict.defaultsstsst.defaulttsframetsframe.default

Dependencies: