Package: MARSS
Type: Package
Title: Multivariate Autoregressive State-Space Modeling
Version: 3.11.9
Date: 2024-02-19
Depends: R (>= 3.5.0)
Imports: generics (>= 0.1.2), graphics, grDevices, KFAS (>= 1.0.1),
        mvtnorm, nlme, stats, utils
Suggests: forecast, ggplot2, Hmisc, knitr, marssTMB
Authors@R: 
    c(person("Elizabeth Eli", "Holmes", , "eli.holmes@noaa.gov", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0001-9128-8393")),
      person("Eric J.", "Ward", , "eric.ward@noaa.gov", role = c("aut"),
           comment = c(ORCID = "0000-0002-4359-0296")),
      person("Mark D.", "Scheuerell", , "scheuerl@uw.edu", role = c("aut"),
           comment = c(ORCID = "0000-0002-8284-1254")),
      person("Kellie", "Wills", , "wills.kellie@gmail.com", role = c("aut"))
      )
Description: 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/>.
License: GPL-2
LazyData: yes
BuildVignettes: yes
ByteCompile: TRUE
URL: https://atsa-es.github.io/MARSS/
BugReports: https://github.com/atsa-es/MARSS/issues
RoxygenNote: 7.3.1
Roxygen: list(markdown = TRUE)
Encoding: UTF-8
VignetteBuilder: knitr, utils
Additional_repositories: https://atsa-es.r-universe.dev
Repository: https://nmfs-opensci.r-universe.dev
Date/Publication: 2025-07-30 22:56:42 UTC
RemoteUrl: https://github.com/atsa-es/MARSS
RemoteRef: HEAD
RemoteSha: bf06ca8e4d2bbeb0655cfcb9a8562ae7963d3d53
NeedsCompilation: no
Packaged: 2026-07-03 16:10:47 UTC; root
Author: Elizabeth Eli Holmes [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-9128-8393>),
  Eric J. Ward [aut] (ORCID: <https://orcid.org/0000-0002-4359-0296>),
  Mark D. Scheuerell [aut] (ORCID:
    <https://orcid.org/0000-0002-8284-1254>),
  Kellie Wills [aut]
Maintainer: Elizabeth Eli Holmes <eli.holmes@noaa.gov>