by eric.ward, last updated 5/26/08, sharing set to public
This script writes and runs the data cloning procedure described by Lele et al. (2007, Ecology Letters). The routine is in R, and requires the user to install OpenBUGS before running. The number of clones can (and should) be modified. For this simple example, 100 clones takes ~ 2 minutes on my 2.5 year old laptop (1.66Ghz, 1GB RAM). More details and diagnostics can be found in the multivariate cloning project.
by mdscheuerell, last updated 1/5/11, sharing set to public
We use a multivariate state-space model and a time series of yearly migration dates for sockeye salmon to estimate the heritability coef from the classic breeder's equation.
The 2 files below are the dataset and the R script.
by e2holmes, last updated 8/30/12, sharing set to public
This is the DEVELOPMENT site for the MARSS. For the current MARSS release go to CRAN or download straight from the R GUI using "Install Packages" menu.
MARSS fits mulitvariate autoregressive state-space (MARSS) models with Gaussian errors to multivariate time series data. A MARSS model is:
x(t) = B(t) x(t-1) + u(t) + C(t)c(t) + v(t), v(t)~MVN(0,Q)
y(t) = Z(t) x(t) + a(t) + D(t)d(t) + w(t), w(t)~MVN(0,R)
Project news (Feb 26, 2013): MARSS 3.4 uploaded to CRAN. I fixed MARSSkfas to work with the new KFAS package in order to use the Koopman/Durbin filter/smoother algorithms. I also coded up a lag-one covariance smoother using an augmented state-space model that you can then run through the smoother to get the lag-one covariances. I added a coef() and residuals() method to improve output.
Developers: Eli Holmes, Eric Ward, Mark Scheuerell and Kellie Wills
Current known issues:
- When variance is "unconstrained", the covariances can be set to 0 in the degen.test() and this leads to not pos-def matrix and error. Need to block setting to 0 when this happens, or block covariances set to zero? Currently, deal with this by setting allow.degen=FALSE when covariances are estimated.
- demean.states=TRUE is causing the EM algorithm to give drops in logLik. This is not really a bug but perhaps a property of demean.states. Removed the demean.states option in vrs 3.3.
MARSS 4.0 in progress:
- 4.0 involves a substantial change in the model object structure---however the user should not notice the difference. The change allows the developers to more easily code up new model structures.
- Progress continues on writing functions for standard output, e.g. predict function added.
- Integration with LateX begun so that output can be sent to a tex or pdf file instead of just the console.