spectral.methods: Singular Spectrum Analysis (SSA) tools for time series analysis

This package contains some implementations of Singular Spectrum Analysis (SSA) for the gapfilling (gapfillSSA() ) and spectral decomposition (filterTseriesSSA() ) of time series. It contains the code used by Buttlar et. al. (2014), Nonlinear Processes in Geophysics (gapfillNcdf). In addition, the iterative SSA gapfilling of Kondrashov and Ghil (2006) is implemented. All SSA calculations are done via the truncated and fast SSA algorithm of Korobeneykov (2010) (package Rssa).

Version: 0.7.2.125
Depends: R (≥ 3.0.0)
Imports: Rssa (≥ 0.11), raster, nnet, abind, RNetCDF, ncdf.tools, foreach, JBTools, parallel, DistributionUtils, RColorBrewer
Published: 2014-04-08
Author: Jannis v. Buttlar
Maintainer: Jannis v. Buttlar <jbuttlar at bgc-jena.mpg.de>
License: GPL-2
NeedsCompilation: no
In views: TimeSeries
CRAN checks: spectral.methods results

Downloads:

Reference manual: spectral.methods.pdf
Package source: spectral.methods_0.7.2.125.tar.gz
Windows binaries: r-devel: spectral.methods_0.7.2.125.zip, r-release: spectral.methods_0.7.2.125.zip, r-oldrel: spectral.methods_0.7.2.125.zip
OS X Snow Leopard binaries: r-release: spectral.methods_0.7.2.125.tgz, r-oldrel: spectral.methods_0.7.2.125.tgz
OS X Mavericks binaries: r-release: not available
Old sources: spectral.methods archive