marssResiduals-class: Class "marssResiduals"

In MARSS: Multivariate Autoregressive State-Space Modeling

Class "marssResiduals"

Description

marssResiduals are the objects returned by residuals.marssMLE in the package MARSS-package. It is a data frame in tibble format (but not tibble class).

standardization

• "Cholesky" means it is standardized by the Cholesky transformation of the full variance-covariance matrix of the model and state residuals.

• "marginal" means that the residual is standardized by its standard deviation, i.e. the square root of the value on the diagonal of the variance-covariance matrix of the model and state residuals.

type

• "tT" means the fitted values are computed conditioned on all the data. See fitted() with type="ytT" or type="xtT".

• "tt1" means the fitted values are computed conditioned on the data from t=1 to t-1. See fitted() with type="ytt1" or type="xtt1".

Author(s)

Eli Holmes, NOAA, Seattle, USA

See Also

residuals.marssMLE(), MARSSresiduals()

MARSS documentation built on May 31, 2023, 9:28 p.m.