Other packages > Find by keyword >

MARSS  

Multivariate Autoregressive State-Space Modeling
View on CRAN: Click here


Download and install MARSS package within the R console
Install from CRAN:
install.packages("MARSS")

Install from Github:
library("remotes")
install_github("cran/MARSS")

Install by package version:
library("remotes")
install_version("MARSS", "3.11.9")



Attach the package and use:
library("MARSS")
Maintained by
Elizabeth Eli Holmes
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2010-06-22
Latest Update: 2023-05-20
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 .
How to cite:
Elizabeth Eli Holmes (2010). MARSS: Multivariate Autoregressive State-Space Modeling. R package version 3.11.9, https://cran.r-project.org/web/packages/MARSS
Previous versions and publish date:
1.0 (2010-06-22 10:29), 1.1 (2010-10-19 09:31), 2.3 (2011-07-31 08:42), 2.4 (2011-08-01 07:14), 2.5 (2011-08-05 08:11), 2.6 (2011-10-19 09:37), 2.7 (2011-10-23 12:07), 2.8 (2012-01-30 21:18), 2.9 (2012-05-30 08:47), 3.1 (2012-07-13 18:24), 3.2 (2012-08-30 07:14), 3.3 (2013-01-26 08:19), 3.4 (2013-02-18 17:01), 3.5 (2013-10-23 00:54), 3.6 (2013-11-26 23:55), 3.7 (2013-12-14 00:38), 3.8 (2014-03-18 07:35), 3.9 (2014-03-21 01:22), 3.10.8 (2018-04-14 05:10), 3.10.10 (2018-11-02 06:20), 3.10.12 (2020-02-04 06:30), 3.11.1 (2020-08-27 09:50), 3.11.3 (2020-10-21 06:30), 3.11.4 (2021-12-15 08:40), 3.11.8 (2023-05-20 08:50)
Other packages that cited MARSS R package
View MARSS citation profile
Other R packages that MARSS depends, imports, suggests or enhances
Functions, R codes and Examples using the MARSS R package
Some associated functions: CSEGriskfigure . CSEGtmufigure . MARSS-package . MARSS . MARSSFisherI . MARSS_dfa . MARSS_marss . MARSS_marxss . MARSS_vectorized . MARSSaic . MARSSapplynames . MARSSboot . MARSSharveyobsFI . MARSShatyt . MARSShessian . MARSShessian_numerical . MARSSinfo . MARSSinits . MARSSinnovationsboot . MARSSkem . MARSSkemcheck . MARSSkf . MARSSoptim . MARSSparamCIs . MARSSresiduals . MARSSresiduals_tT . MARSSresiduals_tt1 . MARSSresiduals_ttt . MARSSsimulate . MARSSvectorizeparam . SalmonSurvCUI . accuracy_marssMLE . allowed . as_marssMODEL . checkMARSSInputs . checkModelList . coef_marssMLE . datasets . describe_marssMODEL . fitted_marssMLE . forecast_marssMLE . glance_marssMLE . graywhales . harborSeal . is_marssMLE . is_marssMODEL . isleRoyal . ldiag . logLik_marssMLE . loggerhead . marssMLE-class . marssMODEL-class . marssPredict-class . marssResiduals-class . match_arg_exact . model_frame_marssMODEL . plankton . plot_marssMLE . plot_marssPredict . plot_marssResiduals . predict_help . predict_marssMLE . print_marssMLE . print_marssMODEL . print_marssPredict . residuals_marssMLE . stdInnov . sysdata . tidy_marssMLE . toLatex_marssMLE . tsSmooth_marssMLE . utility_functions . zscore . 
Some associated R codes: CSEGriskfigure.R . CSEGtmufigure.R . MARSS.R . MARSS_marss.R . MARSS_marxss.R . MARSSaic.R . MARSSapplynames.R . MARSSboot.R . MARSSharveyobsFI.R . MARSShessian.R . MARSShessian_numerical.R . MARSSinfo.R . MARSSinits.R . MARSSinnovationsboot.R . MARSSkfss.R . MARSSparamCIs.R . MARSSresiduals.R . MARSSresiduals.tT.R . MARSSresiduals_tt.R . MARSSresiduals_tt1.R . MARSSsimulate.R . MARSSvectorizeparam.R . accuracy_marssMLE.R . autoplot_marssMLE.R . autoplot_marssPredict.R . autoplot_marssResiduals.R . describe_marssMODEL.R . forecast_marssMLE.R . glance_marssMLE.R . is_marssMODEL.R . logLik_marssMLE.R . model_frame_marssMODEL.R . onLoad.R . plot_marssMLE.R . plot_marssPredict.R . plot_marssResiduals.R . predict_marssMLE.R . print_marssMODEL.R . print_marssPredict.R . progressBar.R . residuals_marssMLE.R . summary_marssMLE.R . summary_marssMODEL.R . tidy_marssMLE.R . toLatex_marssMODEL.R . tsSmooth_marssMLE.R . utility_functions.R .  Full MARSS package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  
rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  
mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns