inst/userguide/figures/STS--Cs102_structTS-level.R

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

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### code chunk number 4: Cs102_structTS-level
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vy <- var(y, na.rm = TRUE) / 100
mod.list <- list(
  x0 = matrix(y[1]), U = "zero", tinitx = 0,
  Q = matrix(fit1$coef[1]), R = matrix(fit1$coef[2]),
  V0 = matrix(1e+06 * vy)
)
fit2 <- MARSS(as.vector(y), model = mod.list)
# Now estimate the parameters
mod.list <- list(
  x0 = matrix(y[1]), U = "zero", tinitx = 0, V0 = matrix(1e+06 * vy),
  Q = matrix("s2xi"), R = matrix("s2eps")
)
fit3 <- MARSS(as.vector(y), model = mod.list, method = "BFGS")
fit4 <- MARSS(as.vector(y),
  model = mod.list,
  control = list(allow.degen = FALSE)
)