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MARSS (version 3.8)

marssMLE: Maximum Likelihood MARSS Estimation Object

Description

An object in the MARSS-package 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, AICs, and the hessian. There are print, summary, coef, residuals, predict and simulate methods for marssMLE objects and a bootstrap function. Rather than working directly with the elements of a marssMLE object, use print.marssMLE to extract output.

Usage

is.marssMLE(MLEobj)

Arguments

MLEobj
An object of class marssMLE. See Details.

Value

  • TRUE if no problems; otherwise a message describing the problems.

Details

The is.marssMLE() function checks components marss, start and control, which must be present for estimation by functions e.g. MARSSkem. Components returned from estimation must include at least method, par, kf, numIter, convergence and logLik. Additional components (e.g. AIC) may be returned, as described in function help files. [object Object],[object Object],[object Object],[object Object],[object Object],Once the model has been fitted, additional elements are added.,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

See Also

marssMODEL MARSSkem