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• W2319291298 abstract "MARSS is a package for fitting mul- tivariate autoregressive state-space models to time-series data. The MARSS package imple- ments state-space models in a maximum like- lihood framework. The core functionality of MARSS is based on likelihood maximization us- ing the Kalman filter/smoother, combined with an EM algorithm. To make comparisons with other packages available, parameter estimation is also permitted via direct search routines avail- able in 'optim'. The MARSS package allows data to contain missing values and allows a wide variety of model structures and constraints to be specified (such as fixed or shared parame- ters). In addition to model-fitting, the package provides bootstrap routines for simulating data and generating confidence intervals, and multi- ple options for calculating model selection crite- ria (such as AIC)." @default.
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• W2319291298 date "2012-01-01" @default.
• W2319291298 modified "2023-10-04" @default.
• W2319291298 title "MARSS: Multivariate Autoregressive State-space Models for Analyzing Time-series Data" @default.
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• W2319291298 doi "https://doi.org/10.32614/rj-2012-002" @default.
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