MARSS - Multivariate Autoregressive State-Space Modeling

The MARSS package provides maximum-likelihood parameter estimation for constrained and unconstrained linear multivariate autoregressive state-space (MARSS) models, including partially deterministic models. MARSS models are a class of dynamic linear model (DLM) and vector autoregressive model (VAR) model. Fitting available via Expectation-Maximization (EM), BFGS (using optim), and 'TMB' (using the 'marssTMB' companion package). Functions are provided for parametric and innovations bootstrapping, Kalman filtering and smoothing, model selection criteria including bootstrap AICb, confidences intervals via the Hessian approximation or bootstrapping, and all conditional residual types. See the user guide for examples of dynamic factor analysis, dynamic linear models, outlier and shock detection, and multivariate AR-p models. Online workshops (lectures, eBook, and computer labs) at <https://atsa-es.github.io/>.

Last updated 9 months ago

multivariate-timeseriesstate-space-modelsstatisticstime-series

10.60 score 51 stars 3 packages 580 scripts 925 downloads

marssTMB - Fast fitting of MARSS models with TMB

Companion to the MARSS package. Fast fitting of MARSS models with TMB. See the MARSS documentation. All the model syntax and features are the same as for the MARSS package.

Last updated 2 years ago

marssmultivariate-timeseriesstate-space-modeltime-seriestmb

3.68 score 1 stars 19 scripts

MAR1 - Multivariate Autoregressive Modeling for Analysis of Community Time-Series Data

The MAR1 package provides basic tools for preparing ecological community time-series data for MAR modeling, building MAR-1 models via model selection and bootstrapping, and visualizing and exporting model results. It is intended to make MAR analysis sensu Ives et al. (2003) Analysis of community stability and ecological interactions from time-series data) a more accessible tool for anyone studying community dynamics. The user need not necessarily be familiar with time-series modeling or command-based statistics programs such as R.

Last updated 1 years ago

multivariate-timeseriestime-series

3.00 score 1 stars 21 downloads

atsalibrary - Packages, data and scripts for ATSA course and lab book

This package will load the needed packages and data files for the ATSA course material when students install from GitHub.

Last updated 2 years ago

2.41 score 4 stars 13 scripts