Function reference • MARSS

Main function

Main fitting function.

MARSS(): Fit a MARSS Model via Maximum-Likelihood Estimation

MARSS-package: Multivariate Autoregressive State-Space Model Estimation

MARSS.marxss: Multivariate AR-1 State-space Model with Inputs

MARSS.dfa: Multivariate Dynamic Factor Analysis

MARSS.marss: Multivariate AR-1 State-space Model

Fit methods

Methods for fits.

glance(<marssMLE>): Return brief summary information on a MARSS fit

tidy(<marssMLE>): Return estimated parameters with summary information

coef(<marssMLE>): Coefficient function for MARSS MLE objects

fitted(<marssMLE>): Return fitted values for X(t) and Y(t) in a MARSS model

tsSmooth(<marssMLE>): Smoothed and filtered x and y time series

residuals(<marssMLE>): Model and state fitted values, residuals, and residual sigma

accuracy(<marssPredict>) accuracy(<marssMLE>): Return accuracy metrics

Plotting

plot(<marssMLE>) autoplot(<marssMLE>): Plot MARSS MLE objects

plot(<marssPredict>) autoplot(<marssPredict>): Plot MARSS Forecast and Predict objects

plot(<marssResiduals>) autoplot(<marssResiduals>): Plot MARSS marssResiduals objects

Printing and Summarizing

print(<marssMLE>): Printing functions for MARSS MLE objects

print(<marssMODEL>) summary(<marssMODEL>): Printing marssMODEL Objects

print(<marssPredict>): Printing function for MARSS Predict objects

toLatex(<marssMODEL>) toLatex(<marssMLE>): Create a LaTeX Version of the Model

summary(<marssMLE>): Summary methods for marssMLE objects

Prediction and simulation

predict forecast: predict and forecast MARSS MLE objects

accuracy(<marssPredict>) accuracy(<marssMLE>): Return accuracy metrics

MARSSboot(): Bootstrap MARSS Parameter Estimates

MARSSsimulate(): Simulate Data from a MARSS Model

predict(<marssMLE>): predict and forecast MARSS MLE objects

forecast(<marssMLE>): forecast function for marssMLE objects

Helper functions

Helper functions for users.

ldiag(): Return a diagonal list matrix

MARSSinfo(): MARSS Error Messages and Warnings

zscore(): z-score a vector or matrix

Residuals and Fisher Information

residuals(<marssMLE>): Model and state fitted values, residuals, and residual sigma

MARSShessian(): Parameter Variance-Covariance Matrix from the Hessian Matrix

MARSShessian.numerical(): Hessian Matrix via Numerical Approximation

MARSSFisherI(): Observed Fisher Information Matrix at the MLE

MARSSharveyobsFI(): Hessian Matrix via the Harvey (1989) Recursion

MARSSresiduals(): MARSS Residuals

MARSSresiduals.tT(): MARSS Smoothed Residuals

MARSSresiduals.tt1(): MARSS One-Step-Ahead Residuals

MARSSresiduals.tt(): MARSS Contemporaneous Residuals

Fitting functions

MARSSfit(): Generic for fitting MARSS models

MARSSkem(): EM Algorithm function for MARSS models

MARSSoptim(): Parameter estimation for MARSS models using optim

Kalman filter and smoother

MARSSkf() MARSSkfss() MARSSkfas(): Kalman Filtering and Smoothing

MARSShatyt(): Compute Expected Value of Y, YY, and YX

Datasets

SalmonSurvCUI: Salmon Survival Indices

datasets: Example Data Sets

graywhales grouse prairiechicken wilddogs kestrel okanaganRedds rockfish redstart: Population Data Sets

harborSeal harborSealWA: Harbor Seal Population Count Data (Log counts)

isleRoyal: Isle Royale Wolf and Moose Data

loggerhead loggerheadNoisy: Loggerhead Turtle Tracking Data

ivesDataLP ivesDataByWeek lakeWAplankton: Plankton Data Sets

MARSS classes

marssMLE: Class "marssMLE"

marssMODEL: Class "marssMODEL"

marssPredict: Class "marssPredict"

marssResiduals: Class "marssResiduals"

Fit helper functions

Helper functions that are mainly for internal use.

MARSSaic(): AIC for MARSS Models

MARSSinits(): Initial Values for MLE

MARSSparamCIs(): Standard Errors, Confidence Intervals and Bias for MARSS Parameters

logLik(<marssMLE>): logLik method for MARSS MLE objects

MARSSvectorizeparam(): Vectorize or Replace the par List

MARSSinnovationsboot(): Bootstrapped Data using Stoffer and Wall's Algorithm

model.frame(<marssMODEL>): model.frame method for marssMLE and marssMODEL objects

Experimental

Experimental functions. Might be broken.

CSEGriskfigure(): Plot Extinction Risk Metrics

CSEGtmufigure(): Plot Forecast Uncertainty

MARSS.vectorized: Vectorized Multivariate AR-1 State-space Model

MARSScv(): MARSScv is a wrapper for MARSS that re-fits the model with cross validated data.

Utility functions

Internal utility methods. Not for users.

MARSSapplynames(): Names for marssMLE Object Components

MARSSkemcheck(): Model Checking for MLE objects Passed to MARSSkem

MARSSvectorizeparam(): Vectorize or Replace the par List

allowed.methods kem.methods optim.methods alldefaults: MARSS Function Defaults and Allowed Methods

marss_to_marxss() marxss_to_marss(): Convert Model Objects between Forms

checkMARSSInputs(): Check inputs to MARSS call

checkModelList(): Check model List Passed into MARSS Call

describe.marssMODEL(): Describe a marssMODEL Objects

is.marssMLE(): Tests marssMLE object for completeness

is.marssMODEL(): Test Model Objects

match.arg.exact(): match.arg with exact matching

model.frame(<marssMODEL>): model.frame method for marssMLE and marssMODEL objects

stdInnov(): Standardized Innovations

hcl_palette_52 hcl_palette_100: Palettes

vector.all.equal() convert.model.mat() fixed.free.to.formula() fully.spec.x() Imat() is.blockdiag() is.design() is.diagonal() is.equaltri() is.fixed() is.identity() is.timevarying() is.solvable() is.validvarcov() is.wholenumber() is.unitcircle() is.zero() makediag() marssMODEL.to.list() matrix.power() mystrsplit() parmat() pinv() pcholinv() pchol() rwishart() sub3D() takediag() unvec() vec(): Utility Functions