MARSS: Multivariate Autoregressive State-Space Modeling
Version 3.9

The MARSS package provides maximum-likelihood parameter estimation for constrained and unconstrained linear multivariate autoregressive state-space (MARSS) models fit to multivariate time-series data. Fitting is primarily via an Expectation-Maximization (EM) algorithm, although fitting via the BFGS algorithm (using the optim function) is also provided. MARSS models are a class of dynamic linear model (DLM) and vector autoregressive model (VAR) model. Functions are provided for parametric and innovations bootstrapping, Kalman filtering and smoothing, bootstrap model selection criteria (AICb), confidences intervals via the Hessian approximation and via bootstrapping and calculation of auxiliary residuals for detecting outliers and shocks. The user guide shows examples of using MARSS for parameter estimation for a variety of applications, model selection, dynamic factor analysis, outlier and shock detection, and addition of covariates. Type RShowDoc("UserGuide", package="MARSS") at the R command line to open the MARSS user guide. Online workshops (lectures and computer labs) at http://faculty.washington.edu/eeholmes/workshops.shtml See the NEWS file for update information.

AuthorEli Holmes, Eric Ward, and Kellie Wills, NOAA, Seattle, USA
Date of publication2014-03-21 01:22:51
MaintainerElizabeth Holmes - NOAA Federal <eli.holmes@noaa.gov>
LicenseGPL-2
Version3.9
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("MARSS")

Getting started

Package overview

Popular man pages

MARSS_dfa: Multivariate Dynamic Factor Analysis
MARSShessian: MARSS Parameter Variance-Covariance Matrix from the Hessian...
MARSSinits: Initial Values for MLE
MARSSkf: Kalman Filtering and Smoothing for Time-varying MARSS models
MARSSoptim: Parameter estimation for MARSS models using optim
MARSS-package: Multivariate Autoregressive State-Space Model Estimation
MARSSparamCIs: Standard Errors, Confidence Intervals and Bias for MARSS...
See all...

All man pages Function index File listing

Man pages

allowed: MARSS Function Defaults and Allowed Methods
as_marssMODEL: Convert Model Objects between Forms
checkMARSSInputs: Check inputs to MARSS call
checkModelList: Check model List Passed into MARSS Call
coef_marssMLE: Coefficient function for MARSS MLE objects
CSEGriskfigure: Plot Extinction Risk Metrics
CSEGtmufigure: Plot Forecast Uncertainty
graywhales: Population Data Sets
harborSeal: Harbor Seal Population Count Data (Log counts)
isleRoyal: Isle Royale Wolf and Moose Data
is_marssMLE: Maximum Likelihood MARSS Estimation Object
is_marssMODEL: Test Model Objects
loggerhead: Loggerhead Turtle Tracking Data
MARSS: MARSS Model Specification and Estimation
MARSSaic: AIC for MARSS Models
MARSSapplynames: Names for marssMLE Object Components
MARSSboot: Bootstrap MARSS Parameter Estimates
MARSS_dfa: Multivariate Dynamic Factor Analysis
MARSShatyt: Compute Expected Value of Y,YY, and YX
MARSShessian: MARSS Parameter Variance-Covariance Matrix from the Hessian...
MARSSinfo: Information for MARSS Error Messages and Warnings
MARSSinits: Initial Values for MLE
MARSSinnovationsboot: Bootstrapped Data using Stoffer and Wall's Algorithm
MARSSkem: Maximum Likelihood Estimation for Multivariate Autoregressive...
MARSSkemcheck: Model Checking for MLE objects Passed to MARSSkem
MARSSkf: Kalman Filtering and Smoothing for Time-varying MARSS models
MARSS_marxss: Multivariate AR-1 State-space Model with Inputs
MARSSmcinit: Monte Carlo Initialization
marssMLE-class: Class "marssMLE"
marssMODEL-class: Class "marssMODEL"
MARSSoptim: Parameter estimation for MARSS models using optim
MARSS-package: Multivariate Autoregressive State-Space Model Estimation
MARSSparamCIs: Standard Errors, Confidence Intervals and Bias for MARSS...
MARSSsimulate: Simulate Data from a MARSS Model
MARSSvectorizeparam: Vectorize or Replace the par List
plankton: Plankton Data Sets
predict_marssMLE: Compute the Prediction Intervals, Expected Values, and...
print_marssMLE: Printing functions for MARSS MLE objects
print_marssMODEL: Printing marssMODEL Objects
residuals_marssMLE: MARSS Standardized Residuals
SalmonSurvCUI: Salmon Survial Indices
stdInnov: Standardized Innovations
utility_functions: Matrix Utilities

Functions

all.equal.vector Man page
convert.model.mat Man page
is.solvable Man page
matrix.power Man page
mystrsplit Man page
parmat Man page
pcholinv Man page
pinv Man page
sub3D Man page
CSEGriskfigure Man page Source code
CSEGtmufigure Man page Source code
Imat Man page Source code
MARSS Man page Source code
MARSS-package Man page
MARSS.dfa Man page Source code
MARSS.marss Source code
MARSS.marxss Man page Source code
MARSSaic Man page Source code
MARSSapplynames Man page Source code
MARSSboot Man page Source code
MARSShatyt Man page Source code
MARSShessian Man page Source code
MARSShessian.backtrans Man page Source code
MARSSinfo Man page Source code
MARSSinits Man page Source code
MARSSinits_dfa Source code
MARSSinits_dlm Man page
MARSSinits_marss Man page Source code
MARSSinits_marxss Man page Source code
MARSSinnovationsboot Man page Source code
MARSSkem Man page Source code
MARSSkemcheck Man page Source code
MARSSkf Man page Source code
MARSSkfas Man page Source code
MARSSkfss Man page Source code
MARSSmcinit Man page Source code
MARSSoptim Man page Source code
MARSSparamCIs Man page Source code
MARSSsettings Man page
MARSSsimulate Man page Source code
MARSSvectorizeparam Man page Source code
SalmonSurvCUI Man page
all.equal.vector Source code
alldefaults Man page
allowed.methods Man page
build.eqn.tex Source code
checkMARSSInputs Man page Source code
checkModelList Man page Source code
coef Man page
coef,marssMLE-method Man page
coef.MARSS Man page
coef.marss Man page
coef.marssMLE Man page Source code
coef_dfa Source code
coef_marss Source code Source code
coef_marxss Source code
convert.model.mat Source code
degen.test Source code
describe.marssMODEL Man page Source code
describe_dfa Source code
describe_marss Source code
describe_marxss Source code
fixed.free.to.formula Source code
fixed.free.to.formula Man page
get.mat.tex Source code
graywhales Man page
grouse Man page
harborSeal Man page
harborSealWA Man page
is.blockdiag Man page Source code
is.design Man page Source code
is.diagonal Man page Source code
is.equaltri Man page Source code
is.fixed Man page Source code
is.identity Man page Source code
is.marssMLE Man page Source code
is.marssMODEL Man page Source code
is.marssMODEL_dfa Man page Source code
is.marssMODEL_marss Man page Source code
is.marssMODEL_marxss Man page Source code
is.solvable Source code
is.validvarcov Man page Source code
is.wholenumber Man page Source code
is.zero Man page Source code
isDiag Source code
isleRoyal Man page
ivesDataByWeek Man page
ivesDataLP Man page
kem.methods Man page
kestrel Man page
kfNLL Source code
lakeWAplankton Man page
lakeWAplanktonRaw Man page
lakeWAplanktonTrans Man page
loggerhead Man page
loggerheadNoisy Man page
loglog.conv.test Source code
makediag Man page Source code
marssMLE Man page
marssMLE-class Man page
marssMODEL Man page
marss_to_marxss Man page Source code
marxss_to_marss Man page Source code
matrix.power Source code
mystrsplit Source code
neglogLik Man page Source code
okanaganRedds Man page
onLoad Source code
optim.methods Man page
parameters.time.varying Source code
parmat Source code
pcholinv Source code
pinv Source code
prairiechicken Man page
predict Man page
predict,marssMLE-method Man page
predict.MARSS Man page
predict.marssMLE Man page Source code
predict_dfa Source code
predict_marss Source code
predict_marxss Source code
print Man page
print,marssMLE-method Man page
print,marssMODEL-method Man page
print.MARSS Man page
print.marssMLE Man page Source code
print.marssMODEL Man page Source code
print_dfa Source code
print_marss Source code
print_marxss Source code
print_null Source code
progressBar Source code
redstart Man page
rerun.kf Source code
residuals Man page
residuals,marssMLE-method Man page
residuals.MARSS Man page
residuals.marss Man page
residuals.marssMLE Man page Source code
rockfish Man page
rwishart Man page Source code
simulate,marssMLE-method Man page
simulate.marssMLE Man page Source code
stdInnov Man page Source code
sub3D Source code
summary,marssMLE-method Man page
summary,marssMODEL-method Man page
summary.marssMLE Source code
summary.marssMODEL Source code
symm Source code
takediag Man page Source code
toLatex.marssMODEL Source code
unvec Man page Source code
vec Man page Source code
wilddogs Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/Chapter_SpeciesInteractions.R
inst/doc/index.html
inst/doc/UserGuide.pdf
inst/doc/Chapter_SealPopStructure.R
inst/doc/UserGuide.Rnw
inst/doc/versiontest.R
inst/doc/Chapter_StructuralBreaks.R
inst/doc/Chapter_AnimalTracking.R
inst/doc/EMDerivation.pdf
inst/doc/Chapter_Covariates.R
inst/doc/EMDerivation.Rnw
inst/doc/Chapter_UnivariateDLM.R
inst/doc/Quick_Start.Rnw
inst/doc/Chapter_DFA.R
inst/doc/Chapter_CombiningTrendData.R
inst/doc/Quick_Start.pdf
inst/doc/Quick_Start.R
inst/doc/Chapter_SealTrend.R
inst/doc/Chapter_PVA.R
inst/doc/Chapter_MARp.R
NAMESPACE
NEWS
data
data/grouse.rda
data/okanaganRedds.rda
data/harborSealWA.rda
data/wilddogs.rda
data/harborSeal.rda
data/redstart.rda
data/loggerheadNoisy.rda
data/ivesDataLP.rda
data/kestrel.rda
data/rockfish.rda
data/lakeWAplankton.rda
data/loggerhead.rda
data/SalmonSurvCUI.rda
data/graywhales.rda
data/prairiechicken.rda
data/ivesDataByWeek.rda
data/isleRoyal.rda
R
R/MARSSparamCIs.R
R/is_marssMLE.r
R/MARSSsettings.R
R/MARSSinfo.R
R/predict_marssMLE.r
R/describe_marssMODEL.R
R/onLoad.R
R/MARSSkfss.R
R/MARSSkemcheck.r
R/MARSSinnovationsboot.R
R/MARSS_dfa.r
R/checkMARSSInputs.r
R/CSEGriskfigure.R
R/MARSSmcinit.R
R/MARSSvectorizeparam.R
R/diaghelpers.r
R/summary_marssMODEL.R
R/MARSSoptim.r
R/MARSSinits.R
R/is_marssMODEL.R
R/MARSS_marss.R
R/progressBar.R
R/toLatex_marssMODEL.R
R/CSEGtmufigure.R
R/MARSSapplynames.R
R/MARSSboot.R
R/MARSSkfas.r
R/MARSSkf.r
R/MARSShessian.R
R/checkModelList.r
R/residuals_marssMLE.R
R/MARSSaic.R
R/print_marssMLE.r
R/coef_marssMLE.r
R/print_marssMODEL.R
R/MARSShatyt.r
R/MARSS.R
R/MARSSsimulate.R
R/MARSSkem.r
R/MARSS_marxss.R
R/summary_marssMLE.R
vignettes
vignettes/EMDerivation.bib
vignettes/UserGuide.Rnw
vignettes/EMDerivation.Rnw
vignettes/Quick_Start.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/predict_marssMLE.Rd
man/harborSeal.Rd
man/isleRoyal.Rd
man/print_marssMLE.Rd
man/MARSS.Rd
man/CSEGriskfigure.Rd
man/allowed.Rd
man/CSEGtmufigure.Rd
man/MARSSapplynames.Rd
man/MARSS-package.Rd
man/MARSSmcinit.Rd
man/loggerhead.Rd
man/MARSSinnovationsboot.Rd
man/marssMODEL-class.Rd
man/residuals_marssMLE.Rd
man/is_marssMLE.Rd
man/coef_marssMLE.Rd
man/MARSSkemcheck.Rd
man/marssMLE-class.Rd
man/MARSShatyt.Rd
man/as_marssMODEL.Rd
man/graywhales.Rd
man/MARSSaic.Rd
man/MARSSinfo.Rd
man/is_marssMODEL.Rd
man/MARSSparamCIs.Rd
man/MARSShessian.Rd
man/MARSSboot.Rd
man/MARSSinits.Rd
man/MARSS_dfa.Rd
man/stdInnov.Rd
man/MARSSvectorizeparam.Rd
man/MARSSsimulate.Rd
man/MARSS_marxss.Rd
man/checkModelList.Rd
man/MARSSkem.Rd
man/print_marssMODEL.Rd
man/SalmonSurvCUI.Rd
man/utility_functions.Rd
man/plankton.Rd
man/checkMARSSInputs.Rd
man/MARSSkf.Rd
man/MARSSoptim.Rd
MARSS documentation built on May 20, 2017, 5:32 a.m.

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