MARSS.marss {MARSS} | R Documentation |
Multivariate AR-1 State-space Model
Description
The form of MARSS models for users is "marxss", the MARSS models with inputs. See MARSS.marxss
. In the internal algorithms (e.g. MARSSkem
), the "marss" form is used and the are incorporated into the
matrix and
are incorporated into the
. The
and
matrices then become time-varying if the model includes
and
.
This is a MARSS(1) model of the marss form:
Note, by default is a matrix of all zeros and thus
or
is treated as an estimated parameter not a diffuse prior. To remove clutter, the rest of the parameters are shown as time-constant (no
subscript) but all parameters can be time-varying.
Note, "marss" is a model form. A model form is defined by a collection of form functions discussed in marssMODEL
. These functions are not exported to the user, but are called by MARSS()
using the argument form
. These internal functions convert the users model list into the vec form of a MARSS model and do extensive error-checking.
Details
See the help page for the MARSS.marxss
form for details.
Value
A object of class marssMLE
.
Usage
MARSS(y,
inits = NULL,
model = NULL,
miss.value = as.numeric(NA),
method = "kem",
form = "marxss",
fit = TRUE,
silent = FALSE,
control = NULL,
fun.kf = "MARSSkfas",
...)
Author(s)
Eli Holmes, NOAA, Seattle, USA.
See Also
Examples
## Not run:
# See the MARSS man page for examples
?MARSS
# and the Quick Examples chapter in the User Guide
RShowDoc("UserGuide", package = "MARSS")
## End(Not run)