MARSShessian
(Package: MARSS) :
MARSS Parameter Variance-Covariance Matrix from the Hessian Matrix
Calculates an approximate parameter variance-covariance matrix for the parameters. The variance-covariance parameters are transformed via a Cholesky decomposition so that the variance-covariance matrices remain positive definite. The function returns a marssMLE object in this TRANSFORMED form. It appends $Hessian, $parMean, $parSigma in this transformed state. This is a utility function in the MARSS-package.
● Data Source:
CranContrib
● Keywords:
● Alias: MARSShessian, MARSShessian.backtrans
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MARSSboot
(Package: MARSS) :
Bootstrap MARSS Parameter Estimates
Creates bootstrap parameter estimates and simulated (or bootstrapped) data (if appropriate). This is a base function in the MARSS-package.
● Data Source:
CranContrib
● Keywords:
● Alias: MARSSboot
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MARSSinits
(Package: MARSS) :
Initial Values for MLE
Sets up generic starting values for parameters for maximum-likelihood estimation algorithms that use an iterative maximization routine needing starting values. Examples of such algorithms are the EM algorithm in MARSSkem and Newton methods in MARSSoptim. This is a utility function in the MARSS-package. It is not exported to the user. Users looking for information on specifying initial conditions should look at MARSS and look at the help file for their model form.
● Data Source:
CranContrib
● Keywords:
● Alias: MARSSinits, MARSSinits_dlm, MARSSinits_marss, MARSSinits_marxss
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MARSS.dfa
(Package: MARSS) :
Multivariate Dynamic Factor Analysis
The Dynamic Factor Analysis model in MARSS is
● Data Source:
CranContrib
● Keywords:
● Alias: MARSS.dfa
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stdInnov
(Package: MARSS) :
Standardized Innovations
Standardizes Kalman filter innovations. This is a helper function called by MARSSinnovationsboot in the MARSS-package. Not exported.
● Data Source:
CranContrib
● Keywords:
● Alias: stdInnov
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Converts MLEobj[["what"]] to a vector or assigns a vector to MLEobj[["what"]]. This is a utility function in the MARSS-package for marssMODEL objects of form="marss" and is not exported. Users achieve this functionality with coef.marssMLE.
● Data Source:
CranContrib
● Keywords:
● Alias: MARSSvectorizeparam
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MARSSsimulate
(Package: MARSS) :
Simulate Data from a MARSS Model
Generates simulated data from a MARSS model with specified parameter estimates. This is a base function in the MARSS-package.
● Data Source:
CranContrib
● Keywords:
● Alias: MARSSsimulate, simulate.marssMLE
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MARSS.marxss
(Package: MARSS) :
Multivariate AR-1 State-space Model with Inputs
The argument form="marxss" in a MARSS() function call specifies a MAR-1 model with eXogenous variables model. This is a MARSS(1) model of the form:
● Data Source:
CranContrib
● Keywords:
● Alias: MARSS.marxss
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checkModelList
(Package: MARSS) :
Check model List Passed into MARSS Call
This is a helper function to check the model list passed in to a MARSS() call for any errors. Not exported.
● Data Source:
CranContrib
● Keywords:
● Alias: checkModelList
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MARSSkem
(Package: MARSS) :
Maximum Likelihood Estimation for Multivariate Autoregressive State-Space Models
MARSSkem() performs maximum-likelihood estimation, using an EM algorithm for constrained and unconstrained MARSS models. Users would not call this function directly normally. The function MARSS calls MARsskem. However users might want to used MARSSkem directly if they need to avoid some of the error-checking overhead associated with the MARSS function.
● Data Source:
CranContrib
● Keywords:
● Alias: MARSSkem
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