Implement complex multichannel ssa
Basic implementation of cmssa. Mostly copy-pasted from cssa/mssa code. Decomposition, reconstruction and plotting should work, but no thorough testing was done. For forecasting mssa variant is automatically used, but when direction parameter is "row" it works incorrectly, couldn't figure out how to fix it, maybe safeguards should be placed for now. No changes to the documentation and test were done.
Realized that only rforecast with direction = "column" works for forecasting (also it is the default when calling the predict method). Probably just need to figure out where to place complex conjugations.
Will check it, thanks. At very least we'd need:
- Tests
- Manual
And ensure that R CMD check passes
Added a couple of simple tests, documentation, and "not implemented" guards for some of the forecasting functions. R CMD check passes.