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

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

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