MARSS R Package

Elizabeth E. Holmes, Eric J. Ward, Mark D. Scheuerell, and K. Wills

Version 3.11.3

Preface

The MARSS R package allows you to fit a general class linearly constrained multivariate autoregressive state-space models using an EM algorithm (Holmes 2013). Fitting using the BFGS algorithm (via optim) is also provided.

This manual covers the MARSS R package: what it does, how to set up your models, how to structure your input, and how to get different types of output. For vignettes showing how to use MARSS models to analyze data, see our companion book Applied Time Series Analysis for Fisheries and Environmental Sciences by Holmes, Scheuerell and Ward.