This package is considered a duplicate. The official version of this package is found at:https://atsa-es.r-universe.dev/MARSS

Package: MARSS 3.11.9

Elizabeth Eli Holmes

MARSS: Multivariate Autoregressive State-Space Modeling

The MARSS package provides maximum-likelihood parameter estimation for constrained and unconstrained linear multivariate autoregressive state-space (MARSS) models, including partially deterministic models. MARSS models are a class of dynamic linear model (DLM) and vector autoregressive model (VAR) model. Fitting available via Expectation-Maximization (EM), BFGS (using optim), and 'TMB' (using the 'marssTMB' companion package). Functions are provided for parametric and innovations bootstrapping, Kalman filtering and smoothing, model selection criteria including bootstrap AICb, confidences intervals via the Hessian approximation or bootstrapping, and all conditional residual types. See the user guide for examples of dynamic factor analysis, dynamic linear models, outlier and shock detection, and multivariate AR-p models. Online workshops (lectures, eBook, and computer labs) at <https://atsa-es.github.io/>.

Authors:Elizabeth Eli Holmes [aut, cre], Eric J. Ward [aut], Mark D. Scheuerell [aut], Kellie Wills [aut]

MARSS_3.11.9.tar.gz
MARSS_3.11.9.zip(r-4.7)MARSS_3.11.9.zip(r-4.6)MARSS_3.11.9.zip(r-4.5)
MARSS_3.11.9.tgz(r-4.6-any)MARSS_3.11.9.tgz(r-4.5-any)
MARSS_3.11.9.tar.gz(r-4.7-any)MARSS_3.11.9.tar.gz(r-4.6-any)
MARSS_3.11.9.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
MARSS/json (API)

# Install 'MARSS' in R:

install.packages('MARSS', repos = c('https://nmfs-opensci.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/atsa-es/marss/issues

Pkgdown/docs site:https://atsa-es.github.io

Datasets:

graywhales - Population Data Sets
grouse - Population Data Sets
harborSeal - Harbor Seal Population Count Data
harborSealWA - Harbor Seal Population Count Data
isleRoyal - Isle Royale Wolf and Moose Data
ivesDataByWeek - Plankton Data Sets
ivesDataLP - Plankton Data Sets
kestrel - Population Data Sets
lakeWAplanktonRaw - Plankton Data Sets
lakeWAplanktonTrans - Plankton Data Sets
loggerhead - Loggerhead Turtle Tracking Data
loggerheadNoisy - Loggerhead Turtle Tracking Data
okanaganRedds - Population Data Sets
prairiechicken - Population Data Sets
redstart - Population Data Sets
rockfish - Population Data Sets
SalmonSurvCUI - Salmon Survival Indices
wilddogs - Population Data Sets

On CRAN:

multivariate-timeseries state-space-models statistics time-series

10.83 score 54 stars 3 packages 1.2k scripts 1.5k downloads 28 mentions 31 exports 5 dependencies

Last updated from:bf06ca8e4d. Checks:7 NOTE, 2 OK. Indexed: no.

Target	Result	Time
linux-devel-x86_64	NOTE	191
source / vignettes	OK	244
linux-release-x86_64	NOTE	197
macos-release-arm64	NOTE	140
macos-oldrel-arm64	NOTE	106
windows-devel	NOTE	153
windows-release	NOTE	174
windows-oldrel	NOTE	144
wasm-release	OK	145

Exports:accuracy autoplot.marssMLE autoplot.marssPredict CSEGriskfigure CSEGtmufigure forecast glance ldiag MARSS MARSSaic MARSSboot MARSScv MARSSFisherI MARSSfit MARSShatyt MARSShessian MARSSinfo MARSSinits MARSSinnovationsboot MARSSkem MARSSkemcheck MARSSkf MARSSkfas MARSSkfss MARSSoptim MARSSparamCIs MARSSresiduals MARSSsimulate MARSSvectorizeparam tidy zscore

Dependencies:generics KFAS lattice mvtnorm nlme

Learning MARSS

Rendered fromLearning_MARSS.Rmdusingknitr::rmarkdown

Last update: 2023-05-20
Started: 2023-05-17

EM_Derivation

Rendered fromEMDerivation.Rnwusingutils::Sweave

Last update: 2023-05-20
Started: 2017-03-28

Quick Start Guide

Rendered fromQuick_Start.Rmdusingknitr::rmarkdown

Last update: 2023-05-20
Started: 2023-05-16

Residuals

Rendered fromResiduals.Rnwusingutils::Sweave

Last update: 2023-05-20
Started: 2017-03-28

User Guide

Rendered fromUserGuide.Rnwusingutils::Sweave

Last update: 2023-05-20
Started: 2017-03-28

Help page	Topics
Multivariate Autoregressive State-Space Model Estimation	MARSS-package
Return accuracy metrics	accuracy accuracy.marssMLE accuracy.marssPredict
Coefficient function for MARSS MLE objects	coef.marssMLE
Plot Extinction Risk Metrics	CSEGriskfigure
Plot Forecast Uncertainty	CSEGtmufigure
Example Data Sets	datasets
Return fitted values for X(t) and Y(t) in a MARSS model	fitted.marssMLE
forecast function for marssMLE objects	forecast.marssMLE
Return brief summary information on a MARSS fit	glance glance.marssMLE
Harbor Seal Population Count Data (Log counts)	harborSeal harborSealWA
Isle Royale Wolf and Moose Data	isleRoyal
Return a diagonal list matrix	ldiag
Loggerhead Turtle Tracking Data	loggerhead loggerheadNoisy
logLik method for MARSS MLE objects	logLik logLik.marssMLE
Fit a MARSS Model via Maximum-Likelihood Estimation	MARSS
Multivariate Dynamic Factor Analysis	MARSS.dfa
Multivariate AR-1 State-space Model	MARSS.marss
Multivariate AR-1 State-space Model with Inputs	MARSS.marxss
Vectorized Multivariate AR-1 State-space Model	MARSS.vectorized
AIC for MARSS Models	MARSSaic
Bootstrap MARSS Parameter Estimates	MARSSboot
MARSScv is a wrapper for MARSS that re-fits the model with cross validated data.	MARSScv
Observed Fisher Information Matrix at the MLE	MARSSFisherI
Generic for fitting MARSS models	MARSSfit
Hessian Matrix via the Harvey (1989) Recursion	MARSSharveyobsFI
Compute Expected Value of Y, YY, and YX	MARSShatyt
Parameter Variance-Covariance Matrix from the Hessian Matrix	MARSShessian
Hessian Matrix via Numerical Approximation	MARSShessian.numerical
MARSS Error Messages and Warnings	MARSSinfo
Initial Values for MLE	MARSSinits
Bootstrapped Data using Stoffer and Wall's Algorithm	MARSSinnovationsboot
EM Algorithm function for MARSS models	MARSSkem
Kalman Filtering and Smoothing	MARSSkf MARSSkfas MARSSkfss
Class "marssMLE"	marssMLE
Class "marssMODEL"	marssMODEL
Parameter estimation for MARSS models using optim	MARSSoptim
Standard Errors, Confidence Intervals and Bias for MARSS Parameters	MARSSparamCIs
Class "marssPredict"	marssPredict
MARSS Residuals	MARSSresiduals
Class "marssResiduals"	marssResiduals
MARSS Contemporaneous Residuals	MARSSresiduals.tt
MARSS Smoothed Residuals	MARSSresiduals.tT
MARSS One-Step-Ahead Residuals	MARSSresiduals.tt1
Simulate Data from a MARSS Model	MARSSsimulate simulate.marssMLE
Plankton Data Sets	ivesDataByWeek ivesDataLP lakeWAplankton lakeWAplanktonRaw lakeWAplanktonTrans plankton
Plot MARSS MLE objects	autoplot.marssMLE plot.marssMLE
Plot MARSS Forecast and Predict objects	autoplot.marssPredict plot.marssPredict
Plot MARSS marssResiduals objects	autoplot.marssResiduals plot.marssResiduals
Population Data Sets	graywhales grouse kestrel okanaganRedds population-count-data prairiechicken redstart rockfish wilddogs
predict and forecast MARSS MLE objects	forecast predict
predict and forecast MARSS MLE objects	predict.marssMLE
Printing functions for MARSS MLE objects	print.marssMLE
Printing marssMODEL Objects	print.marssMODEL summary.marssMODEL
Printing function for MARSS Predict objects	print.marssPredict
Model and state fitted values, residuals, and residual sigma	residuals.marssMLE
Salmon Survival Indices	SalmonSurvCUI
Summary methods for marssMLE objects	summary.marssMLE
Return estimated parameters with summary information	tidy tidy.marssMLE
Create a LaTeX Version of the Model	toLatex.marssMLE toLatex.marssMODEL
Smoothed and filtered x and y time series	tsSmooth tsSmooth.marssMLE
z-score a vector or matrix	zscore

Package: MARSS 3.11.9

MARSS: Multivariate Autoregressive State-Space Modeling

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