Package: marssTMB 0.0.14

Elizabeth E. Holmes

marssTMB: Fast fitting of MARSS models with TMB

Companion to the MARSS package. Fast fitting of MARSS models with TMB. See the MARSS documentation. All the model syntax and features are the same as for the MARSS package.

Authors:Eli Holmes [aut, cre], Eric Ward [aut], Timothy Cline [aut]

marssTMB_0.0.14.tar.gz
marssTMB_0.0.14.zip(r-4.7)marssTMB_0.0.14.zip(r-4.6)marssTMB_0.0.14.zip(r-4.5)
marssTMB_0.0.14.tgz(r-4.6-x86_64)marssTMB_0.0.14.tgz(r-4.6-arm64)marssTMB_0.0.14.tgz(r-4.5-x86_64)marssTMB_0.0.14.tgz(r-4.5-arm64)
marssTMB_0.0.14.tar.gz(r-4.7-arm64)marssTMB_0.0.14.tar.gz(r-4.7-x86_64)marssTMB_0.0.14.tar.gz(r-4.6-arm64)marssTMB_0.0.14.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
marssTMB/json (API)

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

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

Pkgdown/docs site:https://atsa-es.github.io

On CRAN:

Conda:

marssmultivariate-timeseriesstate-space-modeltime-seriestmb

3.98 score 1 stars 38 scripts 5 exports 10 dependencies

Last updated from:32308960f2. Checks:11 WARNING, 1 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64WARNING205
linux-devel-x86_64WARNING204
source / vignettesOK516
linux-release-arm64WARNING195
linux-release-x86_64WARNING204
macos-release-arm64WARNING122
macos-release-x86_64WARNING503
macos-oldrel-arm64WARNING162
macos-oldrel-x86_64WARNING460
windows-develWARNING170
windows-releaseWARNING178
windows-oldrelWARNING181
wasm-releaseFAIL156

Exports:dfaTMBestimate_marssestimate_marss2marssTMB_CheckPackageVersionsvar_to_cholvar

Dependencies:genericsKFASlatticeMARSSMatrixmvtnormnlmeRcppRcppEigenTMB

Speed Comparisons
Example data | Fit models without covariates | Log likelihoods | Compare parameter estimates | Add example with covariates | Fit model | Compare time and log likelihoods | More MARSS models | Run some time comparisons

Last update: 2023-05-20
Started: 2023-05-11

dfaTMB: Dynamic Factor Analysis
Include a comparison with covariates | Look at a bigger data set

Last update: 2023-05-11
Started: 2023-05-01

Quick Start
Example | Parameter estimates | Estimated states | Fitted values | Diagnostics | Predictions and forecasts | Output to LaTeX | Important | Tips and Tricks | Linear constraints | Time-varying parameters | Need more information?

Last update: 2023-05-11
Started: 2023-05-04

Dynamic Factor Analysis
Example data | Fit models without covariates | Log likelihoods | Compare parameter estimates | Add example with covariates | Fit model | Parameter estimates | Plot estimates

Last update: 2023-05-11
Started: 2023-05-01

Optimization discussion
Optimization | nlminb | optim | MARSSkem | Likelihood Calculation | Koopman and Durbin Kalman filter and smoother | Classic Kalman filter and smoother | TMB

Last update: 2023-05-07
Started: 2023-05-04