diff --git a/man/ssa.Rd b/man/ssa.Rd new file mode 100644 index 0000000000000000000000000000000000000000..ac133d0bfdbd2f72b561c3b2b3ee35ad95dad012 --- /dev/null +++ b/man/ssa.Rd @@ -0,0 +1,48 @@ +\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)) +}