R: Multivariate Autoregressive State-Space Modeling

# Multivariate Autoregressive State-Space Modeling

## Documentation for package ‘MARSS’ version 3.11.9

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

MARSS-package | Multivariate Autoregressive State-Space Model Estimation
accuracy | Return accuracy metrics
accuracy.marssMLE | Return accuracy metrics
accuracy.marssPredict | Return accuracy metrics
autoplot.marssMLE | Plot MARSS MLE objects
autoplot.marssPredict | Plot MARSS Forecast and Predict objects
autoplot.marssResiduals | Plot MARSS marssResiduals objects
coef.marssMLE | Coefficient function for MARSS MLE objects
CSEGriskfigure | Plot Extinction Risk Metrics
CSEGtmufigure | Plot Forecast Uncertainty
datasets | Example Data Sets
fitted.marssMLE | Return fitted values for X(t) and Y(t) in a MARSS model
forecast | predict and forecast MARSS MLE objects
forecast.marssMLE | forecast function for marssMLE objects
glance | Return brief summary information on a MARSS fit
glance.marssMLE | Return brief summary information on a MARSS fit
graywhales | Population Data Sets
grouse | Population Data Sets
harborSeal | Harbor Seal Population Count Data (Log counts)
harborSealWA | Harbor Seal Population Count Data (Log counts)
isleRoyal | Isle Royale Wolf and Moose Data
ivesDataByWeek | Plankton Data Sets
ivesDataLP | Plankton Data Sets
kestrel | Population Data Sets
lakeWAplankton | Plankton Data Sets
lakeWAplanktonRaw | Plankton Data Sets
lakeWAplanktonTrans | Plankton Data Sets
ldiag | Return a diagonal list matrix
loggerhead | Loggerhead Turtle Tracking Data
loggerheadNoisy | Loggerhead Turtle Tracking Data
logLik | logLik method for MARSS MLE objects
logLik.marssMLE | logLik method for MARSS MLE objects
MARSS | Fit a MARSS Model via Maximum-Likelihood Estimation
MARSS.dfa | Multivariate Dynamic Factor Analysis
MARSS.marss | Multivariate AR-1 State-space Model
MARSS.marxss | Multivariate AR-1 State-space Model with Inputs
MARSS.vectorized | Vectorized Multivariate AR-1 State-space Model
MARSSaic | AIC for MARSS Models
MARSSboot | Bootstrap MARSS Parameter Estimates
MARSScv | MARSScv is a wrapper for MARSS that re-fits the model with cross validated data.
MARSSFisherI | Observed Fisher Information Matrix at the MLE
MARSSfit | Generic for fitting MARSS models
MARSSharveyobsFI | Hessian Matrix via the Harvey (1989) Recursion
MARSShatyt | Compute Expected Value of Y, YY, and YX
MARSShessian | Parameter Variance-Covariance Matrix from the Hessian Matrix
MARSShessian.numerical | Hessian Matrix via Numerical Approximation
MARSSinfo | MARSS Error Messages and Warnings
MARSSinits | Initial Values for MLE
MARSSinnovationsboot | Bootstrapped Data using Stoffer and Wall's Algorithm
MARSSkem | EM Algorithm function for MARSS models
MARSSkf | Kalman Filtering and Smoothing
MARSSkfas | Kalman Filtering and Smoothing
MARSSkfss | Kalman Filtering and Smoothing
marssMLE | Class "marssMLE"
marssMODEL | Class "marssMODEL"
MARSSoptim | Parameter estimation for MARSS models using optim
MARSSparamCIs | Standard Errors, Confidence Intervals and Bias for MARSS Parameters
marssPredict | Class "marssPredict"
MARSSresiduals | MARSS Residuals
marssResiduals | Class "marssResiduals"
MARSSresiduals.tT | MARSS Smoothed Residuals
MARSSresiduals.tt | MARSS Contemporaneous Residuals
MARSSresiduals.tt1 | MARSS One-Step-Ahead Residuals
MARSSsimulate | Simulate Data from a MARSS Model
okanaganRedds | Population Data Sets
plankton | Plankton Data Sets
plot.marssMLE | Plot MARSS MLE objects
plot.marssPredict | Plot MARSS Forecast and Predict objects
plot.marssResiduals | Plot MARSS marssResiduals objects
population-count-data | Population Data Sets
prairiechicken | Population Data Sets
predict | predict and forecast MARSS MLE objects
predict.marssMLE | predict and forecast MARSS MLE objects
print.marssMLE | Printing functions for MARSS MLE objects
print.marssMODEL | Printing marssMODEL Objects
print.marssPredict | Printing function for MARSS Predict objects
redstart | Population Data Sets
residuals.marssMLE | Model and state fitted values, residuals, and residual sigma
rockfish | Population Data Sets
SalmonSurvCUI | Salmon Survival Indices
simulate.marssMLE | Simulate Data from a MARSS Model
summary.marssMLE | Summary methods for marssMLE objects
summary.marssMODEL | Printing marssMODEL Objects
tidy | Return estimated parameters with summary information
tidy.marssMLE | Return estimated parameters with summary information
toLatex.marssMLE | Create a LaTeX Version of the Model
toLatex.marssMODEL | Create a LaTeX Version of the Model
tsSmooth | Smoothed and filtered x and y time series
tsSmooth.marssMLE | Smoothed and filtered x and y time series
wilddogs | Population Data Sets
zscore | z-score a vector or matrix