Projects for multivariate autoregressive: 
12 of
2
shown (1 visible only to FishBox members).



Bayesian MAR(1) model
by brice.semmens, last updated 7/8/08, sharing set to public
This set of Matlab scripts conducts a first order MAR(1) model to estimate interactive effects, and covariate effects, on a time series of data from a community.It uses a Gibbs sampler to estimate parameters, and currently is set up with diffuse priors on all parameters for the model. It is pretty basic at this point, but it works.
Note on the Gamma distribution:
Going back and forth between Matlab/R/WinBUGS can be confusing, because of the different parameterizations of the gamma pdf. Here's the Matlab/BUGS forms and the R equivalents:
Matlab: X ~ g(a,b) E[X] = ab
R equivalent: X ~ g(shape=a,scale=b)
BUGS: X ~ g(a,b) E[X] = a/b
R equivalent: X ~ g(shape=a,rate=b) OR
X ~ g(shape=a,scale=1/b)

MARSS Dev Site
by e2holmes, last updated 9/30/14, sharing set to public
MARSS is an R package to fit mulitvariate autoregressive statespace (MARSS) models with Gaussian errors to multivariate time series data. Developers: Eli Holmes, Eric Ward, Mark Scheuerell and Kellie Wills. This is the DEVELOPMENT site for the MARSS. For the current MARSS release go to CRAN or download straight from the R GUI using "Install Packages" menu. To see what's coming in the next version, click NEWS in the files.
To install patchessource("patchfile.r") #replace with actual file name
To install the development version
library(R.utils) #install if needed
#replace patch_fun with function name in patchfile.r
reassignInPackage("patch_fun", pkgName="MARSS", patch_fun)library(devtools)
install_url("https://fishbox.nwfsc.noaa.gov/zip/e2holmes/MARSS%20Dev%20Site/MARSS_source.zip")
Projects for multivariate autoregressive: 
12 of
2
shown (1 visible only to FishBox members).

