MARSS Dev Site

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e2holmes eric.ward kellie mark.scheuerell Dan.Pendleton

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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 x(t-1) + u + v(t), v(t)~MVN(0,Q)

y(t) = Z x(t) + a + w(t), w(t)~MVN(0,R)

Project news (Jan 27, 2012): MARSS 2.8 uploaded to CRAN. 2.3+ implements the algorithm for a fully unconstrained MARSS model with fixed and shared elements in all parameters. See changes.pdf for the fixes since 2.5. MARSS 2.9 is in the works which will allow more typical specification of covariates. I'm also working on MARSS 3.0, which implements the general EM algorithm with linear constraints on the parameter matrices. MARSS 2.8 is implementing a constrained version of the more general algorithm in the EMDerivation paper. The change for 3.0 requires changing the 'wrappers' so user can specify the linear constraints. The actual algorithm code (MARSSkem.r) is unchanged.

Developers: Eli Holmes, Eric Ward and Kellie Wills

Current known issues:

lap-p models not working with method=kem since kemcheck is blocking. Need to review EM algorithm per constraint that B subblock corresponding to diag(Q)=0 must be diagonal. Use method="BFGS" as a work around.
moving average models not tested.
The likelihood for the covariate "trick" where you want covariate to affect process only and do that by setting R=zero is wrong. There shouldn't be a likelihood of the covariate added in, but will be since Q=1.I added a note to manual for 2.8 saying you need to subtract off that extra LL.
For cross-platform compatibility with MacOS, I think all of the source files need a hard return / empty line as the last line.

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Name	Status	Rev	Size	Updated	Downloads	Brief Description	Actions
Bayes in devel	In development State:	-	16 items	07/12/2010 16:12 PDT	113 5	d source code for 3.0	4153
MARSS_source	Stable State:	-	6 items	01/27/2012 13:15 PST	33 12	d source code with all Sweave files	5780
EMDerivation.pdf	Stable State:	11	612.01 KB	01/27/2012 13:11 PST	94 94	f Derivation of the EM algorithms for 2.0	4577
Changes_between_versions.pdf	Stable State:	8	87.89 KB	01/27/2012 13:11 PST	29 29	f Read this to see the changes from 1.1 to 2.3	5722
UserGuide.pdf	Stable State:	20	2 MB	01/27/2012 13:11 PST	270 270	f 2.8 User guide and manual	4575
MARSS_2.8.tar.gz	Stable State:	56	2.49 MB	01/30/2012 12:02 PST	156 156	f source code; R vs 2.13.2	2737
MARSS_2.8.zip	Stable State:	60	2.62 MB	01/30/2012 12:02 PST	197 197	f Win binaries; R vs 2.13.2	2449
Quick_Start.pdf	Stable State:	1	118.11 KB	12/20/2011 20:39 PST	4 4	f (none)	8192

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MARSS Dev Site

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