Chapter 10 Dynamic Factor Analysis

Here we will use the MARSS package to do Dynamic Factor Analysis (DFA), which allows us to look for a set of common underlying processes among a relatively large set of time series (Zuur et al. 2003). There have been a number of recent applications of DFA to ecological questions surrounding Pacific salmon (Stachura, Mantua, and Scheuerell 2014; Jorgensen et al. 2016; Ohlberger, Scheuerell, and Schindler 2016) and stream temperatures (Lisi et al. 2015). For a more in-depth treatment of potential applications of MARSS models for DFA, see Chapter 9 in the MARSS User’s Guide.

A script with all the R code in the chapter can be downloaded here. The Rmd for this chapter can be downloaded here.

Data and packages

All the data used in the chapter are in the MARSS package. Install the package, if needed, and load to run the code in the chapter.