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 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

View on CRAN

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

alldefaults Man page
all.equal.vector Man page
allowed.methods Man page
checkMARSSInputs Man page
checkModelList Man page
coef Man page
coef.marss Man page
coef.MARSS Man page
coef.marssMLE Man page
coef,marssMLE-method Man page
convert.model.mat Man page
CSEGriskfigure Man page
CSEGtmufigure Man page
describe.marssMODEL Man page
fixed.free.to.formula Man page
graywhales Man page
grouse Man page
harborSeal Man page
harborSealWA Man page
Imat Man page
is.blockdiag Man page
is.design Man page
is.diagonal Man page
is.equaltri Man page
is.fixed Man page
is.identity Man page
isleRoyal Man page
is.marssMLE Man page
is.marssMODEL Man page
is.marssMODEL_dfa Man page
is.marssMODEL_marss Man page
is.marssMODEL_marxss Man page
is.solvable Man page
is.validvarcov Man page
is.wholenumber Man page
is.zero Man page
ivesDataByWeek Man page
ivesDataLP Man page
kem.methods Man page
kestrel Man page
lakeWAplankton Man page
lakeWAplanktonRaw Man page
lakeWAplanktonTrans Man page
loggerhead Man page
loggerheadNoisy Man page
makediag Man page
MARSS Man page
MARSSaic Man page
MARSSapplynames Man page
MARSSboot Man page
MARSS.dfa Man page
MARSShatyt Man page
MARSShessian Man page
MARSShessian.backtrans Man page
MARSSinfo Man page
MARSSinits Man page
MARSSinits_dlm Man page
MARSSinits_marss Man page
MARSSinits_marxss Man page
MARSSinnovationsboot Man page
MARSSkem Man page
MARSSkemcheck Man page
MARSSkf Man page
MARSSkfas Man page
MARSSkfss Man page
MARSS.marxss Man page
MARSSmcinit Man page
marssMLE Man page
marssMLE-class Man page
marssMODEL Man page
MARSSoptim Man page
MARSS-package Man page
MARSSparamCIs Man page
MARSSsettings Man page
MARSSsimulate Man page
marss_to_marxss Man page
MARSSvectorizeparam Man page
marxss_to_marss Man page
matrix.power Man page
mystrsplit Man page
neglogLik Man page
okanaganRedds Man page
optim.methods Man page
parmat Man page
pcholinv Man page
pinv Man page
prairiechicken Man page
predict Man page
predict.MARSS Man page
predict.marssMLE Man page
predict,marssMLE-method Man page
print Man page
print.MARSS Man page
print.marssMLE Man page
print,marssMLE-method Man page
print.marssMODEL Man page
print,marssMODEL-method Man page
redstart Man page
residuals Man page
residuals.marss Man page
residuals.MARSS Man page
residuals.marssMLE Man page
residuals,marssMLE-method Man page
rockfish Man page
rwishart Man page
SalmonSurvCUI Man page
simulate.marssMLE Man page
simulate,marssMLE-method Man page
stdInnov Man page
sub3D Man page
summary,marssMLE-method Man page
summary,marssMODEL-method Man page
takediag Man page
unvec Man page
vec Man page
wilddogs Man page

Files

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

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