From f477db45bad8210356d8812196185777ee9dec9d Mon Sep 17 00:00:00 2001
From: mcrucifix <michel.crucifix@uclouvain.be>
Date: Wed, 20 May 2020 11:28:28 +0200
Subject: [PATCH] added ssa example
---
man/ssa.Rd | 48 ++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 48 insertions(+)
create mode 100644 man/ssa.Rd
diff --git a/man/ssa.Rd b/man/ssa.Rd
new file mode 100644
index 0000000..ac133d0
--- /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))
+}
--
GitLab