inst/userguide/figures/STS--Cs719_multivariate.R

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

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### code chunk number 47: Cs719_multivariate
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Z <- matrix(c(1, 0, 0, 0, 1, 0), 2, 3, byrow = TRUE)
m <- 3
mod.list.x <- list(
  x0 = matrix(list("x0.1", "x0.2", 0), nrow = m), tinitx = 1,
  V0 = matrix(1e+06 * vy, m, m) + diag(1e-10, m),
  Q = ldiag(list("q", "q", "qt")),
  B = matrix(c(1, 0, 1, 0, 1, 1, 0, 0, 1), m, m, byrow = TRUE),
  U = "zero"
)
mod.list <- c(mod.list.x, mod.list.y, list(Z = Z))
fitm3 <- MARSS(ym, model = mod.list, method = "BFGS", inits = list(x0 = 0))