[R-sig-finance] singluar spectrum analysis/PCA/EVD

[John Nicholas]

Hi,

 

I have been doing time series EVD using decevf in pastecs. Does anyone have
code, or can point me to code,

that will do forecasts of the eigenvectors? Does anyone have code to do SSA?

 

Thanks in advance.

 

John

 

 

 

John B. Nicholas, Ph.D.   

Associate Director, Computational Drug Design 

Neurion Pharmaceuticals

180 N. Vinedo Avenue 

Pasadena, CA 91107

 <mailto:91107johnn at neurionpharma.com> johnn at neurionpharma.com 

Phone: 626-685-5964 

Fax: 626-685-5983

 


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