1.3 Notes

Specification of a properly constrained model with a unique solution is the responsibility of the user because MARSS() has no way to tell if you have specified an insufficiently constrained model.

The code in the MARSS package is not particularly fast and EM algorithms are famously slow. You can try method="BFGS" and see if that is faster. For some models, it will be much faster and for others, much slower. BFGS can be quite sensitive to initial conditions. You can fit a model with EM a few iterations and then pass to the fit to BFGS, and it may do better.

fit1 <- MARSS(data, model=model.list, control=list(minit=10, maxit=10))
fit2 <- MARSS(data, model=model.list, method="BFGS", inits=fit1)