inst/userguide/figures/STS--Cs716_multivariate.R

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

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### code chunk number 44: Cs716_multivariate
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set.seed(100)
TT <- 60
t <- 1:TT
q <- 0.5
qt <- 0.01
r <- 0.1
b <- 0.5
trend <- 0.2 * sin((1:TT) / 4)
level1 <- cumsum(rnorm(TT, trend, sqrt(q)))
level2 <- cumsum(rnorm(TT, trend, sqrt(q)))

# Simulated data
ym <- rbind(level1, level2) + matrix(rnorm(TT * 2, 0, sqrt(r)), 2, TT)