Multivariate Autoregressive State-Space Modeling
Overview
The MARSS package provides maximum-likelihood parameter estimation for constrained and unconstrained linear multivariate autoregressive state-space (MARSS) models, including partially deterministic models. MARSS models are a class of dynamic linear model (DLM) and vector autoregressive model (VAR) model. Fitting available via Expectation-Maximization (EM), BFGS (using optim), and 'TMB' (using the 'marssTMB' companion package). Functions are provided for parametric and innovations bootstrapping, Kalman filtering and smoothing, model selection criteria including bootstrap AICb, confidences intervals via the Hessian approximation or bootstrapping, and all conditional residual types. See the user guide for examples of dynamic factor analysis, dynamic linear models, outlier and shock detection, and multivariate AR-p models. Online workshops (lectures, eBook, and computer labs) at https://atsa-es.github.io/.
Install
Health
NOTERd contentsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Rd files without \usage: ‘MARSS_dfa.Rd’ \arguments should not be documented without \usage.
- NOTE11 OK, 2 NOTE2026-09-08
- ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
- NOTE12 OK, 1 NOTE2026-07-11
- OK12 OK2026-04-25
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 76 (15 internal)includes a package overview page
- Examples that run
- 91%51 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran) · 4 never run
- Exported functions with examples
- 86%
- Documented parameters
- 92%
- Return-value docs
- 83%
- Help pages citing references
- 32%
Downloads
Repository
- PRs merged (all time)
- 97%
- Median days to close, 50 most recently updated closed issues
- 4
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
7 development-tooling and community-health practices detected across 5 families in the upstream repository
Checks run against github.com/atsa-es/marss on 2026-10-21.
GitHub Pages site last deployed 2024-02-19 · The repository has a site deploy workflow
pkgdown site last built 2024-02-19, before release 3.11.10 (2025-09-10)
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Dependencies
Installing MARSS adds 3 packages (2 with compiled code, 1.5 MB of source tarballs). Heaviest: mvtnorm 1.0 MB, KFAS 471 KB, generics 46 KB.
Code & Tests
Datasets
People & History
Maintainer since 1.0 (2010)
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 3.11.10Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 3.11.92024-02-19 · diff ↗
- 3.11.82023-05-20 · diff ↗ ·
removed 5 exports
accuracy.marssMLE, accuracy.marssPredict, forecast.marssMLE, glance.marssMLE, tidy.marssMLEadded 7 exports
accuracy, forecast, glance, MARSScv, MARSSvectorizeparam, tidy, MARSSfit - RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 3.11.42021-12-15 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 3.11.32020-10-21 · diff ↗
- 3.11.12020-08-27 · diff ↗ ·
removed 1 export
augment.marssMLEadded 6 exports
MARSSresiduals, ldiag, autoplot.marssPredict, accuracy.marssMLE, accuracy.marssPredict, forecast.marssMLE - RR 4.0.0 released · 2020-04-24
- 3.10.122020-02-04 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 3.10.10
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- RR 3.5.0 released · 2018-04-23
- 3.10.82018-04-14 · diff ↗ ·
removed 2 exports
MARSShessian.backtrans, MARSSmcinitadded 6 exports
MARSShatyt, MARSSFisherI, zscore, augment.marssMLE, tidy.marssMLE, glance.marssMLE - RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 3.9
- 3.82014-03-18 · diff ↗ ·
removed 2 exports
MARSSapplynames, MARSSvectorizeparamadded 6 exports
MARSShessian.backtrans, MARSSinfo, takediag, is.diagonal, is.blockdiag, is.validvarcov - 3.72013-12-14 · diff ↗
- 3.62013-11-26 · diff ↗
- 3.52013-10-23 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 3.42013-02-18 · diff ↗
- 3.32013-01-26 · diff ↗ ·
removed 6 exports
MARSS.marxss, MARSS.dfa, is.marssm, is.marssMLE, MARSSresids, parmatadded 2 exports
MARSSkfss, MARSSkfas - 3.22012-08-30 · diff ↗
- 3.12012-07-13 · diff ↗ ·
removed 8 exports
as.marssm, checkPopWrap, marssm, MARSScheckdims, MARSScheckpar, MARSSLLprofile, MARSSoptions, popWrapadded 3 exports
MARSS.marxss, MARSS.dfa, parmat - 2.9
- RR 2.15.0 released · 2012-03-30
- 2.82012-01-30 · diff ↗ ·
removed 2 exports
find.degenerate, show.docadded 2 exports
MARSSkfas, MARSSresids - RR 2.14.0 released · 2011-10-31
- 2.72011-10-23 · diff ↗
- 2.62011-10-19 · diff ↗
- 2.52011-08-05 · diff ↗
- 2.42011-08-01 · diff ↗
- 2.32011-07-31 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 1.1
- RR 2.12.0 released · 2010-10-15
- 1.02010-06-22
- RR 2.11.0 released · 2010-04-22
Package metadata
- First published
- 2010-06-22
- Total releases
- 27 / 16 yrs
- License
- GPL-2 OSI
- Additional repositories
- atsa-es.r-universe.dev
- Minimum R
- ≥ 3.5.0
- Bundled data
- 107 KB / 17 files
- Download size
- 2.9 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("MARSS")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
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