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List: r-sig-finance
Subject: [R-sig-finance] singluar spectrum analysis/PCA/EVD
From: johnn () neurionpharma ! com (John Nicholas)
Date: 2005-01-27 5:41:04
Message-ID: 20050126173513.IMHJ2104.mm-ismta3.bizmailsrvcs.net () jbn
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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@neurionpharma.com> johnn@neurionpharma.com
Phone: 626-685-5964
Fax: 626-685-5983
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