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", "3.11.10")



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: 2025-09-03
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 3.11.10, https://cran.r-project.org/web/packages/MARSS. Accessed 22 Sep. 2026.
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), 3.11.9 (2024-02-19 09:20), (2026-07-09 08:08)
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

heatmaply  
Interactive Cluster Heat Maps Using 'plotly' and 'ggplot2'
Create interactive cluster 'heatmaps' that can be saved as a stand- alone HTML file, embedded in 'R ...
Download / Learn more Package Citations See dependency  
cnum  
Chinese Numerals Processing
Chinese numerals processing in R, such as conversion between Chinese numerals and Arabic numerals a ...
Download / Learn more Package Citations See dependency  
spider  
Species Identity and Evolution in R
Analysis of species limits and DNA barcoding data. Included are functions for generating important s ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
jointseg  
Joint Segmentation of Multivariate (Copy Number) Signals
Methods for fast segmentation of multivariate signals into piecewise constant profiles and for gene ...
Download / Learn more Package Citations See dependency  
odns  
Access Scottish Health and Social Care Open Data
Allows potential users of Scottish Health and Social Care Open Data ( ...
Download / Learn more Package Citations See dependency  

28,720

R Packages

247,686

Dependencies

75,677

Author Associations

28,721

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA