inst/userguide/figures/CS4--setupmanytrends_noecho.R

In nwfsc-timeseries/MARSS: Multivariate Autoregressive State-Space Modeling

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### code chunk number 24: setupmanytrends_noecho
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# Careful this takes a long time to run
if (!saved.res) {
  # set up forms of R matrices
  levels.R <- c(
    "diagonal and equal",
    "diagonal and unequal",
    "equalvarcov",
    "unconstrained"
  )
  model.data <- data.frame(stringsAsFactors = FALSE)
  # fit lots of models & store results
  # NOTE: this will take a long time to run because minit is big!
  for (R in levels.R) {
    for (m in 1:(N.ts - 1)) {
      dfa.model <- list(A = "zero", R = R, m = m)
      kemz <- MARSS(dat.z, model = dfa.model, control = big.maxit.cntl.list, form = "dfa", z.score = TRUE)
      model.data <- rbind(
        model.data,
        data.frame(
          R = R,
          m = m,
          logLik = kemz$logLik,
          K = kemz$num.params,
          AICc = kemz$AICc,
          stringsAsFactors = FALSE
        )
      )
      assign(paste("kemz", m, R, sep = "."), kemz)
    } # end m loop
  } # end R loop
}