This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 428
Type: Contributed
Date/Time: Tuesday, August 3, 2010 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics and the Environment
Abstract - #308311
Title: R Package MARSS: Ecological Applications of Multivariate State Space Models
Author(s): Kellie Wills*+
Companies: University of Washington
Address: , , ,
Keywords: state space ; Kalman filter ; EM algorithm ; population data
Abstract:

R package MARSS performs modeling and maximum likelihood estimation for noisy multivariate time series data with missing values. MARSS implements the Kalman filter and EM algorithm, allowing constraints and fixed values within parameter matrices. The package includes functions for Monte Carlo initialization, parametric and non-parametric bootstrap, and AIC calculation, including bootstrap AICs. These features allow MARSS to handle data from a wide variety of ecological processes, including population trajectories, movement paths, and gene frequencies. MARSS' design facilitates wrapper functions that allow new users to specify models in an intuitive way and perform estimation, all with a single function call. The poster will present a case study using MARSS to model multi-site population data, including specification of subpopulation, variance and correlation structures.


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