marssMODEL-class: Class "marssMODEL"

Description Methods Author(s)

Description

marssMODEL objects describe a vectorized form for the multivariate autoregressive state-space models used in the package MARSS-package.

The object has the following attributes:

These attributes are set in the MARSS_form.R file, in the MARSS.form() function and must be internally consistent with the elements of the model. These attributes are used for internal error checking.

Each parameter matrix in a MARSS equation can be written in vectorized form: vec(P) = f + Dp, where f is the fixed part, p are the estimated parameters, and D is the matrix that transforms the p into a vector to be added to f.

An object of class "marssMODEL" is a list with elements:

For the marss form, the matrices are called: Z, A, R, B, U, Q, x0, V0. This is the form used by all internal algorithms, thus alternate forms must be transformed to marss form before fitting. For the marxss form (the default form in a MARSS() call), the matrices are called: Z, A, R, B, U, Q, D, C, d, c, x0, V0.

Each form, should have a file called MARSS_form.R, with the following functions. Let foo be some form.

Methods

print

signature(x = "marssMODEL"): ...

summary

signature(object = "marssMODEL"): ...

Author(s)

Eli Holmes, NOAA, Seattle, USA.

eli(dot)holmes(at)noaa(dot)gov


gragusa/MARSS documentation built on May 17, 2019, 8:18 a.m.