Description Arguments Details Value Usage Author(s) References See Also Examples
The Dynamic Factor Analysis model in MARSS is
Passing in form="dfa"
to MARSS() invokes a helper function to create that model and creates the Z matrix for the user. Q is by definition identity, x0 is zero and V0 is diagonal with large variance (5). U is zero, A is zero, and covariates only enter the Y equation. Because U and A are 0, the data should have mean 0 (de-meaned) otherwise one is likely to be creating a structurally inadequate model (i.e. the model implies that the data have mean = 0, yet data do not have mean = 0 ).
Some arguments are common to all forms: "data", "inits", "MCbounds", "control", "method", "form", "fit", "silent", "fun.kf". See MARSS
for information on these arguments.
In addition to these, form="dfa" has some special arguments that can be passed in:
demean
Logical. Default is TRUE, which means the data will be demeaned.
z.score
Logical. Default is TRUE, which means the data will be z-scored (demeaned and variance standardized to 1).
The model
argument of the MARSS
call is constrained in terms of what parameters can be changed and how they can be changed. See details below. An additional element, m
, can be passed into the model
argument that specifies the number of hidden state variables. It is not necessariy for the user to specify Z
as the helper function will create a Z
appropriate for a DFA model.
The model
argument is a list. The following details what list elements can be passed in:
B
"Identity". Can be "identity", "diagonal and equal", or "diagonal and unequal".
U
"Zero". Cannot be changed or passed in via model argument.
Q
"Identity". Can be "identity", "diagonal and equal", or "diagonal and unequal".
Z
Can be passed in as a (list) matrix if the user does not want a default DFA Z
matrix. There are many equivalent ways to construct a DFA Z
matrix. The default is Zuur et al.'s form (see User Guide).
A
Default="zero". Can be "unequal", "zero" or a matrix.
R
Default="diagonal and equal". Can be set to "identity", "zero", "unconstrained", "diagonal and unequal", "diagonal and equal", "equalvarcov", or a (list) matrix to specify general forms.
x0
Default="zero". Can be "unconstrained", "unequal", "zero", or a (list) matrix.
V0
Default=diagonal matrix with 5 on the diagonal. Can be "identity", "zero", or a matrix.
tinitx
Default=0. Can be 0 or 1. Tells MARSS whether x0 is at t=0 or t=1.
m
Default=1. Can be 1 to n (the number of y time-series). Must be integer.
See the User Guide chapter on Dynamic Factor Analysis for examples of of using form="dfa"
.
A object of class marssMLE
. See print.marssMLE
for a discussion of the various output available for marssMLE
objects (coefficients, residuals, Kalman filter and smoother output, imputed values for missing data, etc.). See MARSSsimulate
for simulating from marssMLE
objects. MARSSboot
for bootstrapping, MARSSaic
for calculation of various AIC related model selection metrics, and MARSSparamCIs
for calculation of confidence intervals and bias.
MARSS(y,
inits=NULL,
model=NULL,
miss.value=as.numeric(NA),
method = "kem",
form = "dfa",
fit=TRUE,
silent = FALSE,
control = NULL,
MCbounds = NULL,
fun.kf = "MARSSkfas",
demean = TRUE,
z.score = TRUE)
Eli Holmes, NOAA, Seattle, USA.
The user guide: Holmes, E. E., E. J. Ward, and M. D. Scheuerell (2012) Analysis of multivariate time-series using the MARSS package. NOAA Fisheries, Northwest Fisheries Science
Center, 2725 Montlake Blvd E., Seattle, WA 98112 Type RShowDoc("UserGuide",package="MARSS")
to open a copy.
1 2 3 4 5 | ## Not run:
#See the Dynamic Factor Analysis chapter in the User Guide
RShowDoc("UserGuide",package="MARSS")
## End(Not run)
|
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