“Rssa” package

R-package Rssa provides effective, comfortable and accessible implementation for SSA. Rssa is well documented and contains many standard and non-standard tools for time series analysis and forecasting and image processing; it also has many visual tools which are useful for making proper choice of SSA parameters and examination of results. Rssa is the only SSA implementation available from CRAN and is almost certainly the most efficient implementation of SSA.

You need to run the following code to install the package from CRAN.

install.packages("Rssa")

Note for Linux/MacOS users: “Rssa” package needs compilation. It means that you must have suitable build enviroment. The package also depends on fftw library, which can be installed by running “apt-get install libfftw3-bin libfftw3-dev” (Ubuntu Linux) or “brew install fftw” (MacOS, homebrew).

You can also find latest version at Rssa GitHub repository, and build it manually or using Hadley’s package devtools:

install.packages("devtools")
library(devtools)
install_github("asl/rssa")

Be careful, devtools package has some additional dependences.