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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]
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. Accessed 07 May. 2025.
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
Complete documentation for MARSS
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
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