Hi everybody! I am searching for an R implementation of multi-scale singular spectrum analysis (SSA), which was introduced by Yiou etal (2000) (Data-adaptive wavelets and multi-scale singular-spectrum analysis) and further described in Ghil etal (2002).
For SSA alone I found an package recently published on r-forge: http://r-forge.r-project.org/projects/simsalabim/ I am happy about any suggestions! Maik ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
