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-x86_64)marssTMB_0.0.14.zip(r-4.7-arm64)marssTMB_0.0.14.zip(r-4.6-x86_64)marssTMB_0.0.14.zip(r-4.6-arm64)marssTMB_0.0.14.zip(r-4.5-x86_64)
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

3.97 score 1 stars 37 scripts 5 exports 10 dependencies

Last updated from:32308960f2. Checks:13 WARNING, 1 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64WARNING157
linux-devel-x86_64WARNING202
source / vignettesOK530
linux-release-arm64WARNING172
linux-release-x86_64WARNING184
macos-release-arm64WARNING141
macos-release-x86_64WARNING279
macos-oldrel-arm64WARNING181
macos-oldrel-x86_64WARNING374
windows-devel-arm64WARNING403
windows-devel-x86_64WARNING207
windows-release-arm64WARNING399
windows-release-x86_64WARNING190
windows-oldrel-x86_64WARNING134
wasm-releaseFAIL115

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