MARSS Dev Site

Project information

Project members
e2holmes eric.ward kellie mark.scheuerell Dan.Pendleton

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Description

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.

 



Files

MARSS Dev Site /
  • Download MARSS Dev Site as zip archive Download
Name Status Rev Size Updated Downloads Brief Description Actions
Item is folder Bayes in devel
In development
- 16 items 07/12/2010 16:12 PDT 293 5 d
source code for 3.0
Item is folder MARSS_source
Stable
- 7 items 08/30/2012 13:12 PDT 219 21 d
3.2 source code with all Sweave files
EMDerivation.pdf
Stable
15 648.8 KB 08/30/2012 13:07 PDT 652 652 f
Derivation of the EM algorithms for 3.x
UserGuide.pdf
Stable
25 1.9 MB 08/30/2012 13:06 PDT 1190 1190 f
3.0 User guide and manual
MARSS_3.2.tar.gz
Stable
61 3 MB 08/30/2012 13:06 PDT 977 977 f
source code; R vs 2.15.1
MARSS_3.0.zip
Stable
63 6.2 MB 07/13/2012 05:24 PDT 827 827 f
Win binaries; R vs 2.15.1
Quick_Start.pdf
Stable
4 154.8 KB 08/30/2012 13:07 PDT 108 108 f
(none)

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