MARSS: Multivariate Autoregressive State-Space Modeling

Share:

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.

Author
Eli Holmes, Eric Ward, and Kellie Wills, NOAA, Seattle, USA
Date of publication
2014-03-21 01:22:51
Maintainer
Elizabeth Holmes - NOAA Federal <eli.holmes@noaa.gov>
License
GPL-2
Version
3.9

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

Files in this package

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