MARSS Dev Site

Project information

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



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.



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 512 6 d
source code for 3.0
Item is folder MARSS_source
- 7 items 08/30/2012 13:12 PDT 362 22 d
3.2 source code with all Sweave files
15 648.8 KB 08/30/2012 13:07 PDT 892 892 f
Derivation of the EM algorithms for 3.x
25 1.9 MB 08/30/2012 13:06 PDT 1485 1485 f
3.0 User guide and manual
61 3 MB 08/30/2012 13:06 PDT 1530 1530 f
source code; R vs 2.15.1
63 6.2 MB 07/13/2012 05:24 PDT 1399 1399 f
Win binaries; R vs 2.15.1
4 154.8 KB 08/30/2012 13:07 PDT 161 161 f



127 project downloads
17990 individual file downloads

Sculpin 0.2 | xhtml | problems or comments? | report bugs