marssMODEL

print,marssMODEL-method

summary,marssMODEL-method

<code>marssMODEL</code> objects describe a vectorized form for the multivariate autoregressive state-space models used in the package <code><a href="/link/MARSS-package?package=MARSS&version=3.8" rd-options="" data-mini-rdoc="MARSS::MARSS-package">MARSS-package</a></code>.

The object has the following attributes:
<ul><li>form</li></ul>{ The form that the model object is in. }
  <item>par.names</item>{ The names of each parameter matrix in the model. }
  <item>model.dims</item>{ A list with the dimensions of all the matrices in non-vectorized form. }
  <item>X.names</item>{ Names for the X rows. } 
  <item>Y.names</item>{ Names for the Y rows. } 
  <item>equation</item>{ The model equation.  Used to write the model in LaTeX. }

classes

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 (lectures and computer labs) at http://faculty.washington.edu/eeholmes/workshops.shtml  See the NEWS file for update information.

Elizabeth Holmes  NOAA Federal

MARSS

Multivariate Autoregressive State-Space Modeling

marssMODEL function

code

itemize

<ul><li>fixed</li><li>free</li><li>tinitx</li><li>diffuse</li><li>marss_to_foo(marssMLE or marssMODEL)</li><li>foo_to_marss(marssMODEL or marssMLE)</li><li>print_foo(marssMLE or marssMODEL)</li><li>coef_foo(marssMLE)</li><li>predict_foo(marssMLE)</li><li>describe_foo(marssMODEL)</li><li>is.marssMODEL_foo(marssMODEL)</li><li>MARSSinits_foo(marssMLE, inits.list)</li></ul>

item

Class "marssMODEL"

marssMODEL: Class "marssMODEL"

Description

Arguments

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itemize

item