Package: MARSS 3.11.9

Elizabeth Eli Holmes

MARSS: Multivariate Autoregressive State-Space Modeling

The MARSS package provides maximum-likelihood parameter estimation for constrained and unconstrained linear multivariate autoregressive state-space (MARSS) models, including partially deterministic models. MARSS models are a class of dynamic linear model (DLM) and vector autoregressive model (VAR) model. Fitting available via Expectation-Maximization (EM), BFGS (using optim), and 'TMB' (using the 'marssTMB' companion package). Functions are provided for parametric and innovations bootstrapping, Kalman filtering and smoothing, model selection criteria including bootstrap AICb, confidences intervals via the Hessian approximation or bootstrapping, and all conditional residual types. See the user guide for examples of dynamic factor analysis, dynamic linear models, outlier and shock detection, and multivariate AR-p models. Online workshops (lectures, eBook, and computer labs) at <https://atsa-es.github.io/>.

Authors:Elizabeth Eli Holmes [aut, cre], Eric J. Ward [aut], Mark D. Scheuerell [aut], Kellie Wills [aut]

MARSS_3.11.9.tar.gz
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MARSS.pdf |MARSS.html✨
MARSS/json (API)
NEWS

# Install 'MARSS' in R:
install.packages('MARSS', repos = c('https://atsa-es.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/atsa-es/marss/issues

Datasets:

On CRAN:

multivariate-timeseriesstate-space-modelsstatisticstime-series

31 exports 51 stars 4.82 score 5 dependencies 3 dependents 28 mentions 588 scripts 806 downloads

Last updated 7 months agofrom:a12ffb7d47. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 17 2024
R-4.5-winOKAug 17 2024
R-4.5-linuxOKAug 17 2024
R-4.4-winOKAug 17 2024
R-4.4-macOKAug 17 2024
R-4.3-winOKAug 17 2024
R-4.3-macOKAug 17 2024

Exports:accuracyautoplot.marssMLEautoplot.marssPredictCSEGriskfigureCSEGtmufigureforecastglanceldiagMARSSMARSSaicMARSSbootMARSScvMARSSFisherIMARSSfitMARSShatytMARSShessianMARSSinfoMARSSinitsMARSSinnovationsbootMARSSkemMARSSkemcheckMARSSkfMARSSkfasMARSSkfssMARSSoptimMARSSparamCIsMARSSresidualsMARSSsimulateMARSSvectorizeparamtidyzscore

Dependencies:genericsKFASlatticemvtnormnlme

EM_Derivation

Rendered fromEMDerivation.Rnwusingutils::Sweaveon Aug 17 2024.

Last update: 2023-05-20
Started: 2017-03-28

Learning MARSS

Rendered fromLearning_MARSS.Rmdusingknitr::rmarkdownon Aug 17 2024.

Last update: 2023-05-20
Started: 2023-05-17

Quick Start Guide

Rendered fromQuick_Start.Rmdusingknitr::rmarkdownon Aug 17 2024.

Last update: 2023-05-20
Started: 2023-05-16

Residuals

Rendered fromResiduals.Rnwusingutils::Sweaveon Aug 17 2024.

Last update: 2023-05-20
Started: 2017-03-28

User Guide

Rendered fromUserGuide.Rnwusingutils::Sweaveon Aug 17 2024.

Last update: 2023-05-20
Started: 2017-03-28

Readme and manuals

Help Manual

Help pageTopics
Multivariate Autoregressive State-Space Model EstimationMARSS-package
Return accuracy metricsaccuracy accuracy.marssMLE accuracy.marssPredict
Coefficient function for MARSS MLE objectscoef.marssMLE
Plot Extinction Risk MetricsCSEGriskfigure
Plot Forecast UncertaintyCSEGtmufigure
Example Data Setsdatasets
Return fitted values for X(t) and Y(t) in a MARSS modelfitted.marssMLE
forecast function for marssMLE objectsforecast.marssMLE
Return brief summary information on a MARSS fitglance glance.marssMLE
Harbor Seal Population Count Data (Log counts)harborSeal harborSealWA
Isle Royale Wolf and Moose DataisleRoyal
Return a diagonal list matrixldiag
Loggerhead Turtle Tracking Dataloggerhead loggerheadNoisy
logLik method for MARSS MLE objectslogLik logLik.marssMLE
Fit a MARSS Model via Maximum-Likelihood EstimationMARSS
Multivariate Dynamic Factor AnalysisMARSS.dfa
Multivariate AR-1 State-space ModelMARSS.marss
Multivariate AR-1 State-space Model with InputsMARSS.marxss
Vectorized Multivariate AR-1 State-space ModelMARSS.vectorized
AIC for MARSS ModelsMARSSaic
Bootstrap MARSS Parameter EstimatesMARSSboot
MARSScv is a wrapper for MARSS that re-fits the model with cross validated data.MARSScv
Observed Fisher Information Matrix at the MLEMARSSFisherI
Generic for fitting MARSS modelsMARSSfit
Hessian Matrix via the Harvey (1989) RecursionMARSSharveyobsFI
Compute Expected Value of Y, YY, and YXMARSShatyt
Parameter Variance-Covariance Matrix from the Hessian MatrixMARSShessian
Hessian Matrix via Numerical ApproximationMARSShessian.numerical
MARSS Error Messages and WarningsMARSSinfo
Initial Values for MLEMARSSinits
Bootstrapped Data using Stoffer and Wall's AlgorithmMARSSinnovationsboot
EM Algorithm function for MARSS modelsMARSSkem
Kalman Filtering and SmoothingMARSSkf MARSSkfas MARSSkfss
Class "marssMLE"marssMLE
Class "marssMODEL"marssMODEL
Parameter estimation for MARSS models using optimMARSSoptim
Standard Errors, Confidence Intervals and Bias for MARSS ParametersMARSSparamCIs
Class "marssPredict"marssPredict
MARSS ResidualsMARSSresiduals
Class "marssResiduals"marssResiduals
MARSS Contemporaneous ResidualsMARSSresiduals.tt
MARSS Smoothed ResidualsMARSSresiduals.tT
MARSS One-Step-Ahead ResidualsMARSSresiduals.tt1
Simulate Data from a MARSS ModelMARSSsimulate simulate.marssMLE
Plankton Data SetsivesDataByWeek ivesDataLP lakeWAplankton lakeWAplanktonRaw lakeWAplanktonTrans plankton
Plot MARSS MLE objectsautoplot.marssMLE plot.marssMLE
Plot MARSS Forecast and Predict objectsautoplot.marssPredict plot.marssPredict
Plot MARSS marssResiduals objectsautoplot.marssResiduals plot.marssResiduals
Population Data Setsgraywhales grouse kestrel okanaganRedds population-count-data prairiechicken redstart rockfish wilddogs
predict and forecast MARSS MLE objectsforecast predict
predict and forecast MARSS MLE objectspredict.marssMLE
Printing functions for MARSS MLE objectsprint.marssMLE
Printing marssMODEL Objectsprint.marssMODEL summary.marssMODEL
Printing function for MARSS Predict objectsprint.marssPredict
Model and state fitted values, residuals, and residual sigmaresiduals.marssMLE
Salmon Survival IndicesSalmonSurvCUI
Summary methods for marssMLE objectssummary.marssMLE
Return estimated parameters with summary informationtidy tidy.marssMLE
Create a LaTeX Version of the ModeltoLatex.marssMLE toLatex.marssMODEL
Smoothed and filtered x and y time seriestsSmooth tsSmooth.marssMLE
z-score a vector or matrixzscore