Package: MARSS
Type: Package
Title: Multivariate Autoregressive State-Space Modeling
Version: 2.5
Date: 2011-8-2
Depends: MASS, mvtnorm, nlme, time, KFAS
Author: Eli Holmes, Eric Ward, and Kellie Wills, NOAA, Seattle, USA
Maintainer: eli.holmes@noaa.gov <eli.holmes@noaa.gov>
Description: The MARSS package fits constrained and unconstrained
        linear multivariate autoregressive state-space (MARSS) models
        to multivariate time series data via priamarily an
        Expectation-Maximization (EM) algorithm, although fitting via
        the BFGS algorithm (using the optim function) is also provided.
        Functions are provided for parametric and innovations
        bootstrapping, Kalman filter and smoothing, bootstrap model
        selection criteria (AICb), confidences intervals via the
        hessian approximation and via bootstrapping and calculation of
        auxilliary residuals for detecting outliers and shocks.  The
        user guide shows examples of using MARSS for parameter
        estimation for a variety of applications, model selection,
        dynamic factor analysis, outlier and shock detection, and
        addition of covariates.  Type RShowDoc("UserGuide",
        package="MARSS") at the R command line to open the MARSS user
        guide.
License: GPL-2
LazyLoad: yes
LazyData: yes
BuildVignettes: yes
Packaged: 2011-08-03 20:41:58 UTC; xholmesel
Repository: CRAN
Date/Publication: 2011-08-05 06:10:52
