MARSS User Guide
The MARSS user guide presents the theory behind MARSS models and estimation of model parameters. It
discusses how models are specified in the package and what model variants can be fit. It has case studies that walk
you though different types of analyses using the MARSS package. The Quick Start guide gives you a brief introduction to the package and should be sufficient to get started if you are already familiar with MARSS (or VARSS as they are called in economics and finance) models. The EM Derivation papergoes through the math behind the EM algorithm used in the package. If you are looking for the math behind the Kalman filter algorithms, check the man page for MARSSkf() using ?MARSSkf at the R command line.
Example Scripts
The user guide has application chapters which will walk you through a number of analyses. The code for each chapter is in the documentation directory. To browse the MARSS documentation files click here.