marssMLE

is.marssMLE

An object of class <code><a href="/link/marssMLE?package=MARSS&version=3.2" rd-options="" data-mini-rdoc="MARSS::marssMLE">marssMLE</a></code>. See Details.

MLEobj

An object in the  <code><a href="/link/MARSS-package?package=MARSS&version=3.2" rd-options="" data-mini-rdoc="MARSS::MARSS-package">MARSS-package</a></code> that has all the elements needed for maximum-likelihood estimation of multivariate autoregressive state-space model: the data, model, estimation methods, and any control options needed for the method.  If the model has been fit and parameters estimated, the object will also have the MLE parameters.  Other functions add other elements to the marssMLE object, such as CIs, s.e.'s, AICb, and hessian.

The MARSS package provides maximum-likelihood parameter
        estimation for constrained and unconstrained linear
        multivariate autoregressive state-space (MARSS) models fit to
        multivariate time-series data.  Fitting is primarily via an
        Expectation-Maximization (EM) algorithm, although fitting via
        the BFGS algorithm (using the optim function) is also provided.
        MARSS models are a class of dynamic linear model (DLM) and
        vector autoregressive model (VAR) model.  Functions are
        provided for parametric and innovations bootstrapping, Kalman
        filtering and smoothing, bootstrap model selection criteria
        (AICb), confidences intervals via the Hessian approximation and
        via bootstrapping and calculation of auxiliary residuals for
        detecting outliers and shocks.  The user guide shows examples
        of using MARSS for parameter estimation for a variety of
        applications, model selection, dynamic factor analysis, outlier
        and shock detection, and addition of covariates.  Type
        RShowDoc("UserGuide", package="MARSS") at the R command line to
        open the MARSS user guide.  Online workshops (lecture material)
        at http://faculty.washington.edu/eeholmes/workshops.shtml

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marssMLE: Maximum Likelihood MARSS Estimation Object

Description

Usage

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Details

See Also