The tvvarss package uses Stan (mc-stan.org) to fit multi-site multivariate autoregressive (aka vector autoregressive) state space models with a time varying interaction matrix.

Details

The DESCRIPTION file: This package was not yet installed at build time.
Index: This package was not yet installed at build time.

Author

NA

Maintainer: Eric Ward <eric.ward@noaa.gov>

References

Francis, T.B. E. Wolkovich, S.E. Hampton, M.D. Scheuerell, S.L. Katz, and E.E. Holmes. 2014. Shifting regimes and changing interactions in the Lake Washington, USA, plankton community from 1962–1994. PLoS ONE 9(10): e110363. doi:10.1371/journal.pone.0110363.

Hampton, S. E., Holmes, E. E., Scheef, L. P., Scheuerell, M. D., Katz, S. L., Pendleton, D. E. and Ward, E. J. 2013. Quantifying effects of abiotic and biotic drivers on community dynamics with multivariate autoregressive (MAR) models. Ecology, 94: 2663–2669. doi:10.1890/13-0996.1

Holmes, E. E., E. J. Ward, and M. D. Scheuerell. 2012. Analysis of multivariate time-series using the MARSS package. NOAA Fisheries, Northwest Fisheries Science Center, 2725 Montlake Blvd E., Seattle, WA 98112

Holmes, E. E., E. J. Ward and K. Wills. 2012. MARSS: Multivariate autoregressive state-space models for analyzing time-series data. R Journal 4: 11-19.

Ives, A.R., B. Dennis, K.L. Cottingham, and S.R. Carpenter. 2003. Estimating community stability and ecological interactions from time-series data. Ecological Monographs, 73(2), pp. 301–330.

Ives, A.R. and V. Dakos. 2012. Detecting dynamical changes in nonlinear time series using locally linear state-space models. Ecosphere 3(6):58. http://dx.doi.org/10.1890/ES11-00347.1

See also

Optional links to other man pages, e.g.

Examples

#simple examples of the most important functions