# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "MARSS" in publications use:' type: software license: GPL-2.0-only title: 'MARSS: Multivariate Autoregressive State-Space Modeling' version: 3.11.9 identifiers: - type: doi value: 10.32614/CRAN.package.MARSS abstract: 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 . authors: - family-names: Holmes given-names: Elizabeth Eli email: eli.holmes@noaa.gov orcid: https://orcid.org/0000-0001-9128-8393 - family-names: Ward given-names: Eric J. email: eric.ward@noaa.gov orcid: https://orcid.org/0000-0002-4359-0296 - family-names: Scheuerell given-names: Mark D. email: scheuerl@uw.edu orcid: https://orcid.org/0000-0002-8284-1254 - family-names: Wills given-names: Kellie email: wills.kellie@gmail.com preferred-citation: type: manual title: 'MARSS: Multivariate Autoregressive State-Space Modeling' authors: - family-names: Holmes given-names: Elizabeth Eli email: eli.holmes@noaa.gov orcid: https://orcid.org/0000-0001-9128-8393 - family-names: Ward given-names: Eric J. email: eric.ward@noaa.gov orcid: https://orcid.org/0000-0002-4359-0296 - family-names: Scheuerell given-names: Mark D. email: scheuerl@uw.edu orcid: https://orcid.org/0000-0002-8284-1254 - family-names: Wills given-names: Kellie email: wills.kellie@gmail.com year: '2024' notes: R package version 3.11.9 url: https://CRAN.R-project.org/package=MARSS repository: https://atsa-es.r-universe.dev repository-code: https://github.com/atsa-es/MARSS commit: a12ffb7d479968c524d71bc95b90e526cdee0440 url: https://atsa-es.github.io/MARSS/ date-released: '2024-02-19' contact: - family-names: Holmes given-names: Elizabeth Eli email: eli.holmes@noaa.gov orcid: https://orcid.org/0000-0001-9128-8393 references: - type: manual title: Analysis of multivariate time-series using the MARSS package. Version 3.11.9 authors: - family-names: Holmes given-names: Elizabeth Eli - family-names: Scheuerell given-names: Mark D. - family-names: Ward given-names: Eric J. year: '2024' notes: R package version 3.11.9 url: https://CRAN.R-project.org/package=MARSS/vignettes/UserGuide.pdf doi: 10.5281/zenodo.5781847 - type: article title: 'MARSS: Multivariate autoregressive state-space models for analyzing time-series data' authors: - family-names: Holmes given-names: Elizabeth Eli - family-names: Ward given-names: Eric J. - family-names: Wills given-names: Kellie year: '2012' journal: The R Journal volume: '4' issue: '1' start: '30'