[R] multi-scale singular spectrum analysis (SSA)

Maik Renner maikrenner at googlemail.com
Fri Oct 10 13:26:19 CEST 2008

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:

I am happy about any suggestions!


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