inst/userguide/figures/KFAS--Cs702_globaltemp.R

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

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### code chunk number 60: Cs702_globaltemp
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data("GlobalTemp")
model_temp <- SSModel(GlobalTemp ~ SSMtrend(1, Q = NA, type = "common"),
  H = matrix(NA, 2, 2)
)
kinits <- chol(cov(GlobalTemp))[c(1, 4, 3)]
kinits <- c(0.5 * log(0.1), log(kinits[1:2]), kinits[3])
kfas_temp_default <- fitSSM(model_temp, kinits, method = "BFGS")
model_temp_stoch <- model_temp
model_temp_stoch$a1[1, 1] <- 0
model_temp_stoch$P1[1, 1] <- 1000 * max(diag(var(GlobalTemp)))
model_temp_stoch$P1inf[1, 1] <- 0
kfas_temp_stoch <- fitSSM(model_temp_stoch, kinits, method = "BFGS")