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-4.5)ASSA_2.0.zip(r-4.4)ASSA_2.0.zip(r-4.3)
ASSA_2.0.tgz(r-4.4-x86_64)ASSA_2.0.tgz(r-4.4-arm64)ASSA_2.0.tgz(r-4.3-x86_64)ASSA_2.0.tgz(r-4.3-arm64)
ASSA_2.0.tar.gz(r-4.5-noble)ASSA_2.0.tar.gz(r-4.4-noble)
ASSA_2.0.tgz(r-4.4-emscripten)ASSA_2.0.tgz(r-4.3-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'))

Peer review:

Datasets:
  • GDPIP - A Real-time Vintage of GDP and IP for the US Economy
  • brexit - Brexit Poll Tracker
  • merval - MERVAL interval data

On CRAN:

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

2.00 score 9 scripts 288 downloads 22 mentions 25 exports 0 dependencies

Last updated 4 years agofrom:d74b036823. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-win-x86_64OKOct 31 2024
R-4.5-linux-x86_64OKOct 31 2024
R-4.4-win-x86_64OKOct 31 2024
R-4.4-mac-x86_64OKOct 31 2024
R-4.4-mac-aarch64OKOct 31 2024
R-4.3-win-x86_64OKOct 31 2024
R-4.3-mac-x86_64OKOct 31 2024
R-4.3-mac-aarch64OKOct 31 2024

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

Dependencies: