asl / rssa Goto Github PK

Hi,

Would you please guide me how to solve this problem?

best regards,
Mohammad Mohseni Aref

install.packages("Rssa")
--2016-07-13 18:57:53-- https://cran.mtu.edu/src/contrib/Rssa_0.13-1.tar.gz
Resolving cran.mtu.edu (cran.mtu.edu)... 141.219.191.249
Connecting to cran.mtu.edu (cran.mtu.edu)|141.219.191.249|:443... connected.
HTTP request sent, awaiting response... 200 OK
Length: 1033571 (1009K) [application/x-gzip]
Saving to: ‘/tmp/Rtmp1ptmKz/downloaded_packages/Rssa_0.13-1.tar.gz’

 0K .......... .......... .......... .......... ..........  4%  146K 7s
50K .......... .......... .......... .......... ..........  9%  292K 5s

100K .......... .......... .......... .......... .......... 14% 10.8M 3s
150K .......... .......... .......... .......... .......... 19% 299K 3s
200K .......... .......... .......... .......... .......... 24% 8.95M 2s
250K .......... .......... .......... .......... .......... 29% 11.1M 2s
300K .......... .......... .......... .......... .......... 34% 11.8M 1s
350K .......... .......... .......... .......... .......... 39% 318K 1s
400K .......... .......... .......... .......... .......... 44% 10.4M 1s
450K .......... .......... .......... .......... .......... 49% 10.6M 1s
500K .......... .......... .......... .......... .......... 54% 10.2M 1s
550K .......... .......... .......... .......... .......... 59% 11.6M 1s
600K .......... .......... .......... .......... .......... 64% 9.86M 0s
650K .......... .......... .......... .......... .......... 69% 11.6M 0s
700K .......... .......... .......... .......... .......... 74% 354K 0s
750K .......... .......... .......... .......... .......... 79% 11.1M 0s
800K .......... .......... .......... .......... .......... 84% 9.93M 0s
850K .......... .......... .......... .......... .......... 89% 10.5M 0s
900K .......... .......... .......... .......... .......... 94% 11.7M 0s
950K .......... .......... .......... .......... .......... 99% 11.1M 0s
1000K ......... 100% 12.4M=1.0s

2016-07-13 18:57:55 (962 KB/s) - ‘/tmp/Rtmp1ptmKz/downloaded_packages/Rssa_0.13-1.tar.gz’ saved [1033571/1033571]

• installing source package ‘Rssa’ ...
  ** package ‘Rssa’ successfully unpacked and MD5 sums checked
  checking for gcc... gcc -std=gnu99
  checking whether the C compiler works... yes
  checking for C compiler default output file name... a.out
  checking for suffix of executables...
  checking whether we are cross compiling... no
  checking for suffix of object files... o
  checking whether we are using the GNU C compiler... yes
  checking whether gcc -std=gnu99 accepts -g... yes
  checking for gcc -std=gnu99 option to accept ISO C89... none needed
  checking how to run the C preprocessor... gcc -std=gnu99 -E
  checking for grep that handles long lines and -e... /bin/grep
  checking for egrep... /bin/grep -E
  checking for ANSI C header files... yes
  checking for sys/types.h... yes
  checking for sys/stat.h... yes
  checking for stdlib.h... yes
  checking for string.h... yes
  checking for memory.h... yes
  checking for strings.h... yes
  checking for inttypes.h... yes
  checking for stdint.h... yes
  checking for unistd.h... yes
  checking fftw3.h usability... yes
  checking fftw3.h presence... yes
  checking for fftw3.h... yes
  checking for fftw_execute in -lfftw3... yes
  configure: creating ./config.status
  config.status: creating src/Makevars
  config.status: creating R/init.R
  config.status: creating src/config.h
  ** libs
  gcc -std=gnu99 -I/home/geodesy/software/rbase/R-3.1.3/include -DNDEBUG -I/usr/local/include -I. -I. -fpic -g -O2 -c extmat.c -o extmat.o
  gcc -std=gnu99 -I/home/geodesy/software/rbase/R-3.1.3/include -DNDEBUG -I/usr/local/include -I. -I. -fpic -g -O2 -c hankel.c -o hankel.o
  gcc -std=gnu99 -I/home/geodesy/software/rbase/R-3.1.3/include -DNDEBUG -I/usr/local/include -I. -I. -fpic -g -O2 -c hbhankel.c -o hbhankel.o
  gcc -std=gnu99 -I/home/geodesy/software/rbase/R-3.1.3/include -DNDEBUG -I/usr/local/include -I. -I. -fpic -g -O2 -c masks.c -o masks.o
  gcc -std=gnu99 -I/home/geodesy/software/rbase/R-3.1.3/include -DNDEBUG -I/usr/local/include -I. -I. -fpic -g -O2 -c toeplitz.c -o toeplitz.o
  gcc -std=gnu99 -shared -L/home/geodesy/software/rbase/R-3.1.3/lib -L/usr/local/lib -o Rssa.so extmat.o hankel.o hbhankel.o masks.o toeplitz.o -lfftw3 -L/home/geodesy/software/rbase/R-3.1.3/lib -lR
  /usr/bin/ld: /usr/local/lib/libfftw3.a(mapflags.o): relocation R_X86_64_32 against `.rodata' can not be used when making a shared object; recompile with -fPIC
  /usr/local/lib/libfftw3.a: error adding symbols: Bad value
  collect2: error: ld returned 1 exit status
  make: *** [Rssa.so] Error 1
  ERROR: compilation failed for package ‘Rssa’
• removing ‘/home/geodesy/software/rbase/R-3.1.3/library/Rssa’
  Warning in install.packages :
  installation of package ‘Rssa’ had non-zero exit status

The downloaded source packages are in
‘/tmp/Rtmp1ptmKz/downloaded_packages’
Updating HTML index of packages in '.Library'
Making 'packages.html' ... done

Тесты. Не очень большие, но покрывающие всю функциональность

Hello

I've installed Rssa package on Windows and I've run the example code

# Construct the Toeplitz trajectory matrix for 'co2' series
h <- new.tmat(co2, L = 10)
# Print the number of columns and rows
print(trows(h)); print(tcols(h))

Results are both 10 columns and 10 rows while the length of co2 series is 468, but I expected a L × K toeplitz matrix with L = 10 and K = 468 - L +1 = 459 as defined on Definition 2 of section 4.2 Toeplitz and Hankel matrices of Computation- and space-efficient implementation of SSA, Anton Korobeynikov

Thanks in advance

There seems to be a bug due to some change in R 2.14. When running:

library(Rssa)
ssa.results <- new.ssa(matrix(rnorm(100^2),100,100), kind = "2d-ssa", L = c(20,20))
ssa.rec <- reconstruct(ssa.results)

this should extract ungrouped, reconstructed eigentriples. It runs normally under R 2.12.2 but after an upgrade to R 2.14 I get the following error message:

Error in numeric(this$length) : invalid 'length' argument

I suspect this to be caused by the following bugfix in 2.14:

The |length| argument of |vector()| and its wrappers such as |numeric()| is required to be of length exactly one (other values are now an error rather than giving a warning as previously).

I'm try to install Rssa in R but I got error during compilation.

hbhankel.c: In function ‘initialize_hbhmat’:
hbhankel.c:469:47: warning: passing argument 4 of ‘initialize_circulant’ makes integer from pointer without a cast [-Wint-conversion]
   initialize_circulant(h, REAL(F), length(N), INTEGER(N), INTEGER(window), LOGICAL(circular));
                                               ^
hbhankel.c:351:13: note: expected ‘R_len_t {aka int}’ but argument is of type ‘int *’
 static void initialize_circulant(hbhankel_matrix *h,
             ^
hbhankel.c:469:59: warning: passing argument 5 of ‘initialize_circulant’ makes integer from pointer without a cast [-Wint-conversion]
   initialize_circulant(h, REAL(F), length(N), INTEGER(N), INTEGER(window), LOGICAL(circular));
                                                           ^
hbhankel.c:351:13: note: expected ‘R_len_t {aka int}’ but argument is of type ‘int *’
 static void initialize_circulant(hbhankel_matrix *h,
             ^
hbhankel.c:469:76: warning: passing argument 6 of ‘initialize_circulant’ makes integer from pointer without a cast [-Wint-conversion]
   initialize_circulant(h, REAL(F), length(N), INTEGER(N), INTEGER(window), LOGICAL(circular));
                                                                            ^
hbhankel.c:351:13: note: expected ‘R_len_t {aka int}’ but argument is of type ‘int *’
 static void initialize_circulant(hbhankel_matrix *h,
             ^
hbhankel.c:469:3: error: too few arguments to function ‘initialize_circulant’
   initialize_circulant(h, REAL(F), length(N), INTEGER(N), INTEGER(window), LOGICAL(circular));
   ^
hbhankel.c:351:13: note: declared here
 static void initialize_circulant(hbhankel_matrix *h,
             ^
hbhankel.c: In function ‘hbhmatmul’:
hbhankel.c:579:5: warning: implicit declaration of function ‘matmul’ [-Wimplicit-function-declaration]
     matmul(REAL(Y), REAL(v), h, LOGICAL(transposed)[0]);
     ^
hbhankel.c: In function ‘convolveN’:
hbhankel.c:631:3: error: unknown type name ‘fftw_complex’
   fftw_complex *ox, *oy;
   ^
hbhankel.c:632:3: error: unknown type name ‘fftw_plan’
   fftw_plan r2c_plan, c2r_plan;
   ^
hbhankel.c:637:20: warning: implicit declaration of function ‘fftw_malloc’ [-Wimplicit-function-declaration]
   circ = (double*) fftw_malloc(pN * sizeof(double));
                    ^
hbhankel.c:637:10: warning: cast to pointer from integer of different size [-Wint-to-pointer-cast]
   circ = (double*) fftw_malloc(pN * sizeof(double));
          ^
hbhankel.c:638:9: error: ‘fftw_complex’ undeclared (first use in this function)
   ox = (fftw_complex*) fftw_malloc(phN * sizeof(fftw_complex));
         ^
hbhankel.c:638:9: note: each undeclared identifier is reported only once for each function it appears in
hbhankel.c:638:22: error: expected expression before ‘)’ token
   ox = (fftw_complex*) fftw_malloc(phN * sizeof(fftw_complex));
                      ^
hbhankel.c:639:22: error: expected expression before ‘)’ token
   oy = (fftw_complex*) fftw_malloc(phN * sizeof(fftw_complex));
                      ^
hbhankel.c:646:14: warning: implicit declaration of function ‘fftw_plan_dft_r2c’ [-Wimplicit-function-declaration]
   r2c_plan = fftw_plan_dft_r2c(rank, revN, circ, ox, FFTW_ESTIMATE);
              ^
hbhankel.c:646:54: error: ‘FFTW_ESTIMATE’ undeclared (first use in this function)
   r2c_plan = fftw_plan_dft_r2c(rank, revN, circ, ox, FFTW_ESTIMATE);
                                                      ^
hbhankel.c:647:14: warning: implicit declaration of function ‘fftw_plan_dft_c2r’ [-Wimplicit-function-declaration]
   c2r_plan = fftw_plan_dft_c2r(rank, revN, ox, circ, FFTW_ESTIMATE);
              ^
hbhankel.c:652:3: warning: implicit declaration of function ‘fill_subarray’ [-Wimplicit-function-declaration]
   fill_subarray(circ, REAL(x), rank, N, INTEGER(x_dim), 1);
   ^
hbhankel.c:655:3: warning: implicit declaration of function ‘fftw_execute_dft_r2c’ [-Wimplicit-function-declaration]
   fftw_execute_dft_r2c(r2c_plan, circ, ox);
   ^
hbhankel.c:674:3: warning: implicit declaration of function ‘fftw_execute_dft_c2r’ [-Wimplicit-function-declaration]
   fftw_execute_dft_c2r(c2r_plan, oy, circ);
   ^
hbhankel.c:684:3: warning: implicit declaration of function ‘fftw_free’ [-Wimplicit-function-declaration]
   fftw_free(ox);
   ^
/usr/lib64/R/etc/Makeconf:134: recipe for target 'hbhankel.o' failed
make: *** [hbhankel.o] Error 1
ERROR: compilation failed for package ‘Rssa’

Hi,

I recently get the following warning (probably after updating to Rssa 0.11):

(converted from warning) the field lambda' is deprecated. usesigma' instead.

I have until now always used
ssaresults <- ssa()
ssaresult$lambda

to identify situations where I set neig too huge and ssa() returned less eigentriples than neig (in which case ssaresult$lambda was zero). I interpreted lambda to be related to the variance of the respective eigentriple.

Does ssaresult$sigma now return the identical information and can be used in the same manner?

Thanks for your help and thanks for sharing your SSA code in general
Jannis

I have FFTW installed in a user defined place and the following variable updated accordingly : PATH, LD_LIBRARY_PATH and C_INCLUDE_PATH

Despite that, the installation fails.
Here is the full log:

raynaud@moorea:~/soft>R

R version 3.2.2 (2015-08-14) -- "Fire Safety"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)                       

R est un logiciel libre livré sans AUCUNE GARANTIE.
Vous pouvez le redistribuer sous certaines conditions.
Tapez 'license()' ou 'licence()' pour plus de détails.

R est un projet collaboratif avec de nombreux contributeurs.
Tapez 'contributors()' pour plus d'information et           
'citation()' pour la façon de le citer dans les publications.

Tapez 'demo()' pour des démonstrations, 'help()' pour l'aide
en ligne ou 'help.start()' pour obtenir l'aide au format HTML.
Tapez 'q()' pour quitter R.                                   

> install.packages("Rssa")
--- SVP sélectionner un miroir CRAN pour cette session ---
HTTPS CRAN mirror                                         

 1: 0-Cloud [https]             2: Austria [https]          
 3: Chile [https]               4: China (Beijing 4) [https]
 5: China (Hefei) [https]       6: Colombia (Cali) [https]  
 7: France (Lyon 2) [https]     8: Germany (Münster) [https]
 9: Iceland [https]            10: Russia (Moscow) [https]  
11: Spain (A Coruña) [https]   12: Switzerland [https]      
13: UK (Bristol) [https]       14: UK (Cambridge) [https]   
15: USA (CA 1) [https]         16: USA (KS) [https]         
17: USA (MI 1) [https]         18: USA (TN) [https]         
19: USA (TX) [https]           20: USA (WA) [https]         
21: (HTTP mirrors)                                          

Selection: 7
essai de l'URL 'https://mirror.ibcp.fr/pub/CRAN/src/contrib/Rssa_0.13.tar.gz'
Content type 'application/x-gzip' length 1033189 bytes (1008 KB)             
==================================================                           
downloaded 1008 KB                                                           

* installing *source* package ‘Rssa’ ...
** package ‘Rssa’ correctement décompressé et sommes MD5 vérifiées
checking for gcc... gcc -std=gnu99                                
checking whether the C compiler works... yes                      
checking for C compiler default output file name... a.out         
checking for suffix of executables...                             
checking whether we are cross compiling... no                     
checking for suffix of object files... o                          
checking whether we are using the GNU C compiler... yes           
checking whether gcc -std=gnu99 accepts -g... yes                 
checking for gcc -std=gnu99 option to accept ISO C89... none needed
checking how to run the C preprocessor... gcc -std=gnu99 -E        
checking for grep that handles long lines and -e... /bin/grep      
checking for egrep... /bin/grep -E                                 
checking for ANSI C header files... yes                            
checking for sys/types.h... yes                                    
checking for sys/stat.h... yes                                     
checking for stdlib.h... yes                                       
checking for string.h... yes                                       
checking for memory.h... yes                                       
checking for strings.h... yes                                      
checking for inttypes.h... yes                                     
checking for stdint.h... yes                                       
checking for unistd.h... yes                                       
checking fftw3.h usability... yes                                  
checking fftw3.h presence... yes                                   
checking for fftw3.h... yes                                        
checking for fftw_execute in -lfftw3... no                         
configure: creating ./config.status                                
config.status: creating src/Makevars                               
config.status: creating R/init.R                                   
config.status: creating src/config.h                               
** libs                                                            
gcc -std=gnu99 -I/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/include -DNDEBUG  -I/usr/local/include   -I. -I. -fpic  -g -O2  -c extmat.c -o extmat.o                                                                                                                          
gcc -std=gnu99 -I/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/include -DNDEBUG  -I/usr/local/include   -I. -I. -fpic  -g -O2  -c hankel.c -o hankel.o
gcc -std=gnu99 -I/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/include -DNDEBUG  -I/usr/local/include   -I. -I. -fpic  -g -O2  -c hbhankel.c -o hbhankel.o
gcc -std=gnu99 -I/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/include -DNDEBUG  -I/usr/local/include   -I. -I. -fpic  -g -O2  -c masks.c -o masks.o
gcc -std=gnu99 -I/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/include -DNDEBUG  -I/usr/local/include   -I. -I. -fpic  -g -O2  -c toeplitz.c -o toeplitz.o
gcc -std=gnu99 -shared -L/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/lib -L/usr/local/lib64 -o Rssa.so extmat.o hankel.o hbhankel.o masks.o toeplitz.o -L/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/lib -lR
installing to /home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/library/Rssa/libs
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
Error in dyn.load(file, DLLpath = DLLpath, ...) :
  impossible de charger l'objet partagé '/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/library/Rssa/libs/Rssa.so':
  /home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/library/Rssa/libs/Rssa.so: undefined symbol: fftw_plan_dft_c2r
Erreur : le chargement a échoué
Exécution arrêtée
ERROR: loading failed
* removing ‘/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/library/Rssa’

Les packages source téléchargés sont dans
        ‘/tmp/RtmpGXAPLa/downloaded_packages’
mise à jour de la liste HTML des packages dans '.Library'
Making 'packages.html' ... Terminé.
Warning messages:
1: In doTryCatch(return(expr), name, parentenv, handler) :
  impossible de charger l'objet partagé '/home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/modules//R_X11.so':
  /home5/raynaud/soft/R/3.2.2-gcc-4.4.7/lib64/R/modules//R_X11.so: undefined symbol: png_set_longjmp_fn
2: In install.packages("Rssa") :
  l'installation du package ‘Rssa’ a eu un statut de sortie non nul
>

All messages shown:
"Error in ssa(temp_flux) :
Nothing to decompose: the given field shape is empty
In addition: Warning messages:
1: In eval(expr, envir, enclos) :
Some field elements were not covered by shaped window. 355 elements will be omitted
2: In eval(expr, envir, enclos) :
Nothing to decompose: the given field shape is empty"

where 'temp_flux' contains a 365-element signal with several 'NA' in it. I'm not sure if it is the 'NA' that makes the issue, because if I just replaced one element with 'NA' and others were filled, ssa function could still work. I would like to know when the message 'Nothing to decompose: the given field shape is empty"' would come out. Thanks!

R version: 3.3.2 (2016-10-31)
OS version: macOS Sierra 10.12.5
Here is the 'temp_flux' data:
[1] -0.33048900 -0.60093900 -0.45003300 -0.06064790 -0.27416600 -0.03863250 -0.05475110
[8] -0.30302200 -0.19522100 0.13889400 0.05308510 0.14727700 -0.07211410 -0.00173611
[15] 0.10371500 0.21894200 -0.11002400 -0.34419800 -0.14970300 -0.29472300 -0.22831700
[22] -0.49722400 -0.21726500 -0.24969400 -0.23196000 -0.36161800 -0.54316200 -0.42922000
[29] -0.37095900 -0.26793500 -0.20361800 0.06708320 -0.67245900 -0.14070600 0.31531800
[36] -0.32452300 0.15196500 -0.20118600 0.18621700 0.19266100 -0.56595300 0.55157500
[43] 0.63956400 0.54902900 0.74983500 0.19203900 0.12002600 -0.45292300 0.04498490
[50] 0.08156540 0.27684400 0.18473700 -0.04313000 0.12236900 0.20125800 -0.26253100
[57] 0.17641300 0.63042400 0.05558610 -0.29238000 0.09438600 0.25581700 0.38536600
[64] 0.01250350 -0.17172500 0.09688550 0.04741160 -0.16602500 0.09653910 0.50546500
[71] -0.21541500 -0.14379200 -0.23381500 0.19761200 -0.33533400 -0.35403700 -0.04475850
[78] -0.53540500 0.18188500 0.15229700 -0.14790300 -0.09901470 -0.34023100 -0.73295200
[85] -0.31245900 -0.16590800 0.30161000 0.48815200 0.15348800 0.25716600 0.15031200
[92] 0.44755100 0.13814500 0.83437300 -0.07526770 0.95053100 0.42674500 -0.68858500
[99] 0.18456200 0.15583300 0.30397900 0.86750100 2.38816000 1.68251000 0.79800200
[106] 1.01323000 0.52374900 3.38262000 1.86203000 2.16487000 1.83910000 2.63224000
[113] 2.30614000 3.91913000 4.49027000 4.18262000 5.27145000 5.27707000 4.90921000
[120] 4.01705000 5.05058000 NA NA 9.00813000 10.78210000 9.35661000
[127] 8.91107000 8.85816000 9.22500000 10.20730000 9.91651000 NA 10.44340000
[134] 8.52870000 9.87120000 10.89150000 8.40310000 5.58741000 9.50533000 12.56690000
[141] 6.60795000 9.45001000 9.83474000 9.82283000 8.20740000 8.51629000 11.13370000
[148] 12.18960000 13.62900000 14.45650000 8.46960000 9.07054000 11.75380000 12.03650000
[155] 4.02284000 7.69182000 12.49210000 12.80170000 14.77040000 14.97690000 14.65430000
[162] 14.37900000 13.99280000 13.49450000 12.97410000 7.95938000 14.32320000 14.97290000
[169] 14.84370000 13.76280000 12.31380000 7.47332000 13.76020000 13.84790000 14.45070000
[176] 14.14500000 13.27730000 14.07880000 11.91830000 NA NA 8.64833000
[183] 12.10620000 5.99858000 9.15690000 11.58720000 12.12220000 7.84921000 10.20350000
[190] 10.36370000 8.51687000 9.43046000 9.78220000 11.67920000 11.61040000 12.20100000
[197] NA NA NA NA NA 12.41350000 16.07770000
[204] 15.91440000 15.74690000 14.94860000 7.99789000 15.20760000 10.05520000 13.30020000
[211] 15.67740000 14.87980000 13.64250000 12.36190000 13.05850000 11.68910000 11.97660000
[218] 13.06180000 12.89630000 12.84350000 10.39630000 12.17960000 12.53980000 12.45170000
[225] 12.25960000 12.08710000 12.63830000 8.14957000 12.79410000 12.34290000 12.37210000
[232] 13.75240000 16.40150000 13.07600000 12.70420000 13.51230000 10.97200000 12.39440000
[239] 14.75320000 12.22670000 13.29950000 14.02280000 11.93460000 11.71680000 12.70590000
[246] 12.26390000 11.68330000 12.34610000 12.67700000 8.98826000 9.90430000 5.84786000
[253] 9.06122000 10.52650000 9.62547000 9.45795000 7.30802000 7.25077000 7.98561000
[260] 8.10798000 6.19300000 5.62506000 9.80243000 7.63994000 9.49352000 9.46954000
[267] 7.61605000 5.81953000 6.21006000 7.09423000 5.34154000 6.10297000 6.19397000
[274] 6.31203000 6.03585000 5.85412000 6.47387000 0.01279670 4.31405000 4.56158000
[281] 4.79289000 4.80527000 3.32935000 1.20633000 4.46545000 -0.12429600 3.45431000
[288] 4.13255000 2.23370000 2.05609000 2.50917000 2.31919000 2.32288000 2.59350000
[295] 2.32517000 0.65833700 0.39899700 0.20456900 0.08522650 -0.36637200 0.06723000
[302] 0.48170700 0.82083100 0.33274400 0.06876310 -0.82575400 -0.05207360 -0.04177720
[309] -0.10712800 -0.11414900 0.06207190 -0.18351700 -0.43398600 -0.40477900 0.09355000
[316] -0.69938400 0.00756471 0.36192000 0.06408420 0.39508800 0.00927436 0.03867550
[323] -0.18943700 -1.18361000 -0.33078400 0.02598040 -0.19299700 -0.21230300 0.20462600
[330] 0.19032700 -0.06786000 0.02543600 -0.07658750 -0.22535500 -0.36159500 -0.62838600
[337] -0.19510300 -0.37437100 -0.30860700 0.59733500 -0.18082100 0.26423000 -0.16168700
[344] -0.17533200 -0.25559800 0.67852100 1.07640000 0.23398900 0.07754840 0.28015300
[351] 0.66030600 0.24500300 0.15333400 0.37622000 0.09039830 -0.32991900 0.05702000
[358] -0.30819900 -0.26836200 -0.00927665 0.08403990 0.21397400 -0.16157400 -0.45682400
[365] -0.02410980

great idea
but
will it work for categorical data ?

I'm working in my Phd project using ssa and since I updated my OS Rssa doesn't work any more. It keeping sending me the following error message

Error in .Call("initialize_fft_plan", N, wmask, fmask, weights) :
  "initialize_fft_plan" not resolved from current namespace (Rssa)

Could you please help me?

Following my environment information:

platform       x86_64-apple-darwin15.6.0
arch           x86_64
os             darwin15.6.0
system         x86_64, darwin15.6.0
status
major          3
minor          4.4
year           2018
month          03
day            15
svn rev        74408
language       R
version.string R version 3.4.4 (2018-03-15)
nickname       Someone to Lean On

thx in advanced

Rstudio 0.99.902
R 3.3.1 (2016-06-21)
OS Ubuntu 16.04.1

Can't install Rssa package:

gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG -I. -I. -fpic -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g -c hbhankel.c -o hbhankel.o
hbhankel.c: In function ‘initialize_hbhmat’:
hbhankel.c:469:47: warning: passing argument 4 of ‘initialize_circulant’ makes integer from pointer without a cast [-Wint-conversion]
initialize_circulant(h, REAL(F), length(N), INTEGER(N), INTEGER(window), LOGICAL(circular));
^
hbhankel.c:351:13: note: expected ‘R_len_t {aka int}’ but argument is of type ‘int ’
static void initialize_circulant(hbhankel_matrix *h,
^
hbhankel.c:469:59: warning: passing argument 5 of ‘initialize_circulant’ makes integer from pointer without a cast [-Wint-conversion]
initialize_circulant(h, REAL(F), length(N), INTEGER(N), INTEGER(window), LOGICAL(circular));
^
hbhankel.c:351:13: note: expected ‘R_len_t {aka int}’ but argument is of type ‘int *’
static void initialize_circulant(hbhankel_matrix *h,
^
hbhankel.c:469:76: warning: passing argument 6 of ‘initialize_circulant’ makes integer from pointer without a cast [-Wint-conversion]
initialize_circulant(h, REAL(F), length(N), INTEGER(N), INTEGER(window), LOGICAL(circular));
^
hbhankel.c:351:13: note: expected ‘R_len_t {aka int}’ but argument is of type ‘int *’
static void initialize_circulant(hbhankel_matrix *h,
^
hbhankel.c:469:3: error: too few arguments to function ‘initialize_circulant’
initialize_circulant(h, REAL(F), length(N), INTEGER(N), INTEGER(window), LOGICAL(circular));
^
hbhankel.c:351:13: note: declared here
static void initialize_circulant(hbhankel_matrix *h,
^
hbhankel.c: In function ‘hbhmatmul’:
hbhankel.c:579:5: warning: implicit declaration of function ‘matmul’ [-Wimplicit-function-declaration]
matmul(REAL(Y), REAL(v), h, LOGICAL(transposed)[0]);
^
hbhankel.c: In function ‘convolveN’:
hbhankel.c:631:3: error: unknown type name ‘fftw_complex’
fftw_complex *ox, *oy;
^
hbhankel.c:632:3: error: unknown type name ‘fftw_plan’
fftw_plan r2c_plan, c2r_plan;
^
hbhankel.c:637:20: warning: implicit declaration of function ‘fftw_malloc’ [-Wimplicit-function-declaration]
circ = (double) fftw_malloc(pN * sizeof(double));
^
hbhankel.c:637:10: warning: cast to pointer from integer of different size [-Wint-to-pointer-cast]
circ = (double_) fftw_malloc(pN * sizeof(double));
^
hbhankel.c:638:9: error: ‘fftw_complex’ undeclared (first use in this function)
ox = (fftw_complex_) fftw_malloc(phN * sizeof(fftw_complex));
^
hbhankel.c:638:9: note: each undeclared identifier is reported only once for each function it appears in
hbhankel.c:638:22: error: expected expression before ‘)’ token
ox = (fftw_complex_) fftw_malloc(phN * sizeof(fftw_complex));
^
hbhankel.c:639:22: error: expected expression before ‘)’ token
oy = (fftw_complex_) fftw_malloc(phN * sizeof(fftw_complex));
^
hbhankel.c:646:14: warning: implicit declaration of function ‘fftw_plan_dft_r2c’ [-Wimplicit-function-declaration]
r2c_plan = fftw_plan_dft_r2c(rank, revN, circ, ox, FFTW_ESTIMATE);
^
hbhankel.c:646:54: error: ‘FFTW_ESTIMATE’ undeclared (first use in this function)
r2c_plan = fftw_plan_dft_r2c(rank, revN, circ, ox, FFTW_ESTIMATE);
^
hbhankel.c:647:14: warning: implicit declaration of function ‘fftw_plan_dft_c2r’ [-Wimplicit-function-declaration]
c2r_plan = fftw_plan_dft_c2r(rank, revN, ox, circ, FFTW_ESTIMATE);
^
hbhankel.c:652:3: warning: implicit declaration of function ‘fill_subarray’ [-Wimplicit-function-declaration]
fill_subarray(circ, REAL(x), rank, N, INTEGER(x_dim), 1);
^
hbhankel.c:655:3: warning: implicit declaration of function ‘fftw_execute_dft_r2c’ [-Wimplicit-function-declaration]
fftw_execute_dft_r2c(r2c_plan, circ, ox);
^
hbhankel.c:674:3: warning: implicit declaration of function ‘fftw_execute_dft_c2r’ [-Wimplicit-function-declaration]
fftw_execute_dft_c2r(c2r_plan, oy, circ);
^
hbhankel.c:684:3: warning: implicit declaration of function ‘fftw_free’ [-Wimplicit-function-declaration]
fftw_free(ox);
^
/usr/lib/R/etc/Makeconf:132: ошибка выполнения рецепта для цели «hbhankel.o»
make: *** [hbhankel.o] Ошибка 1
ERROR: compilation failed for package ‘Rssa’

• removing ‘/home/oleg/R/x86_64-pc-linux-gnu-library/3.3/Rssa’
  Warning in install.packages :
  installation of package ‘Rssa’ had non-zero exit status

I have R script test.r:

require(Rssa)
ssa(rep(c(1, 2, 3, 2), 100))

It works fine with R interpreter:

$ /Library/Frameworks/R.framework/Versions/3.3/Resources/bin/R
R version 3.3.2 (2016-10-31) -- "Sincere Pumpkin Patch"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-apple-darwin13.4.0 (64-bit)
 ........................
> require(Rssa)
Загрузка требуемого пакета: Rssa
Загрузка требуемого пакета: svd
Загрузка требуемого пакета: forecast

Присоединяю пакет: ‘Rssa’

Следующий объект скрыт от ‘package:stats’:

    decompose

> ssa(rep(c(1, 2, 3, 2), 100))

Call:
ssa(x = rep(c(1, 2, 3, 2), 100))

Series length: 400,     Window length: 200,     SVD method: eigen
Special triples:  0

Computed:
Eigenvalues: 50,        Eigenvectors: 50,       Factor vectors: 0

Precached: 0 elementary series (0 MiB)

Overall memory consumption (estimate): 0.08212 MiB
>

But I get an error when launch the script:

$ Rscript --version
R scripting front-end version 3.3.2 (2016-10-31)
$ Rscript --verbose /Users/mikhail.zvagelsky/programms/test.r
running
  '/Library/Frameworks/R.framework/Versions/3.3/Resources/bin/R --slave --no-restore --file=/Users/mikhail.zvagelsky/programms/test.r'

Загрузка требуемого пакета: Rssa
Загрузка требуемого пакета: svd
Загрузка требуемого пакета: forecast

Присоединяю пакет: ‘Rssa’

Следующий объект скрыт от ‘package:stats’:

    decompose

Ошибка в .setupMethodsTables(fdef, initialize = TRUE) :
  попытка получить слот "group" из объекта базового класса ("NULL") без слотов
Вызовы: ssa ... getMethodsForDispatch -> .getMethodsTable -> .setupMethodsTables
Выполнение остановлено

The Rscript uses exactly the same R binary.
Can you please suggest how to tame this error.

Hi,

since I upgraded to r-3.0.0 (and the current Rssa version on Cran) I frequently get the following error when I try to reconstruct the series:

"Cannot decompose that much, desired elementary series index is too huge. "

You seem to have changed the condition under which this message appears in the last versions. For example:

library(Rssa)
ssa.res = ssa(sin(1:30_2_pi/10), neig = 20)
groups = clusterify(ssa.res, group = 1:20)

in my case it is not really important how many eigentriples I get and group. Is there a way to determine the maximum amount of eigentriples that I can use for grouping prior to running clusterify and use this number in the call to clusterify?

Until now I have always used the eigentriples for which ssa.res$lambda > 0 but this seems to be no reliable test anymore.

Thanks a lot
Newbi

Today I'd tested a new "igapfill" method with default parameters on finite rank series with a gap (but without any noise), and found out that precision of gap filling is about 10^-3, i.e. it reconstructs only 3 digits after zero at gap measurements. Thus, there are few questions:

1. Is it correct that "tol" parameter means squared distance between reconstructions at last two iterations of algorithm? Then maybe "tol" must mean just a distance? Or it should be clearly mentioned at "igapfill" help page?
2. Is it enough to have just three significant digits by default?

Собственно, сабж.

1. Документация
2. Примеры

Hi!

Today I'd tried to make a "wcor" figure, and received an error. By default, it uses first 50 ET to make the figure, and if the series are noisy, then everything is OK. When the series are shorter than 100 points, it takes #of ET <= min(L, K), and everything remains OK. But in the case of column.projector='centering' it adds 1 ET. For example, if the series are larger than 100, it makes picture with 51 ET, and it works, but it doesn't work for length <= 100, despite it tries to reduce the number of ET.

For example, when N = 100, then (by default) L = 50, K = 51, it tries to make picture using 51 ET, and obviously fails with "Cannot decompose that much, desired elementary series index is too huge" or "In calc.v.pssa(x, i) :
some sigmas are equal to zero. The corresponding vectors will be zeroed" because rank of trajectory matrix is equal to 50.

Code to reproduce error: http://pastebin.com/WVq8Rr6s