added ssa example

man/ssa.Rd

+\examples{
+require (gtseries)
+
+bbridge <- function (n=256, amp) {
+  rw1 <- cumsum(rnorm(n,1))*amp / (n)
+  rw2 <- cumsum(rnorm(n,1))*amp / (n)
+  rw2 <- rw2 * rw1[n] / rw2[n]
+  bbridge <- rw1 - rw2
+}
+
+N <- 256
+
+Phase1 <- bbridge(N,2*pi)
+Phase2 <- bbridge(N,2*pi)
+Amp1 <- 1 + bbridge(N,0.5)
+Amp2 <- 1 + bbridge(N,0.5)
+
+t = seq(N)
+
+P1 = 40
+P2 = 90
+
+sig1 <- sin(2*pi*t/P1 + Phase1)*Amp1
+sig2 <- sin(2*pi*t/P2 + Phase2)*Amp2
+
+noise <- bbridge(N, 0.3) + rnorm(N,0.2)
+
+signal <- noise + sig1 + sig2
+
+plot (signal, type='l')
+
+M <- 50
+
+SSAsignal <- ssa (signal, M=M, Nrec=M)
+
+NRec <- c(10,30,M)
+
+for (i in seq(along=NRec)) {
+rec <- apply(SSAsignal$PCA[seq(NRec[i]),], 2, sum)
+lines(rec,col=i+1)
+}
+
+# full reconstruction (modulo the mean of the signal)
+fullrec <- apply(SSAsignal$PCA[seq(M),], 2, sum)
+
+# show that the difference is smal
+plot(fullrec - signal + mean(signal))
+}