inst/userguide/figures/STS--Cs701_multivariate.R

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

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### code chunk number 29: Cs701_multivariate
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set.seed(100)
TT <- 60
t <- 1:TT
q <- 0.01
r <- 0.01
trend <- 0.2 * sin((1:TT) / 4)
level <- cumsum(rnorm(TT, trend, sqrt(q)))

# Simulated data
n <- 5
miss.percent <- 0.5
ym <- matrix(1, n, 1) %*% level + matrix(rnorm(TT * n, 0, sqrt(r * 100)), n, TT)
ym[sample(n * TT, miss.percent * n * TT)] <- NA