Multivariate Autoregressive State-Space Modeling


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Documentation for package ‘MARSS’ version 3.11.9

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