Last data update: 2014.03.03

MARSS

Package: MARSS
Type: Package
Title: Multivariate Autoregressive State-Space Modeling
Version: 3.9
Date: 2013-3-15
Depends: R (>= 2.15.0)
Imports: nlme, mvtnorm, KFAS (>= 1.0.1), stats, utils, graphics
Suggests: Hmisc, maps, xtable, stringr
Author: Eli Holmes, Eric Ward, and Kellie Wills, NOAA, Seattle, USA
Maintainer: Elizabeth Holmes - NOAA Federal <eli.holmes@noaa.gov>
Description: 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.
License: GPL-2
LazyData: yes
BuildVignettes: yes
Packaged: 2014-03-19 23:28:05 UTC; eli.holmes
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-03-21 01:22:51

● Cran Task View: TimeSeries
2 images, 37 functions, 6 datasets
● Reverse Depends: 0

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'MARSS' ...
** package 'MARSS' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'MARSS'
    finding HTML links ... done
    CSEGriskfigure                          html  
    CSEGtmufigure                           html  
    MARSS-package                           html  
    MARSS                                   html  
    MARSS_dfa                               html  
    MARSS_marxss                            html  
    MARSSaic                                html  
    MARSSapplynames                         html  
    MARSSboot                               html  
    MARSShatyt                              html  
    MARSShessian                            html  
    MARSSinfo                               html  
    MARSSinits                              html  
    MARSSinnovationsboot                    html  
    MARSSkem                                html  
    MARSSkemcheck                           html  
    MARSSkf                                 html  
Rd warning: /tmp/RtmpUKB3Lh/R.INSTALL532e3566496f/MARSS/man/MARSSkf.Rd:16: missing file link 'logLik'
    MARSSmcinit                             html  
    MARSSoptim                              html  
    MARSSparamCIs                           html  
    MARSSsimulate                           html  
    MARSSvectorizeparam                     html  
    SalmonSurvCUI                           html  
    allowed                                 html  
    as_marssMODEL                           html  
    checkMARSSInputs                        html  
    checkModelList                          html  
    coef_marssMLE                           html  
    graywhales                              html  
    harborSeal                              html  
    is_marssMLE                             html  
    is_marssMODEL                           html  
    isleRoyal                               html  
    loggerhead                              html  
    marssMLE-class                          html  
    marssMODEL-class                        html  
    plankton                                html  
    predict_marssMLE                        html  
    print_marssMLE                          html  
    print_marssMODEL                        html  
    residuals_marssMLE                      html  
    stdInnov                                html  
    utility_functions                       html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (MARSS)
Making 'packages.html' ... done