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As described in Ives et al. 2003, the Multivariate Autoregressive Model, also known as the MAR(1) model, is a discrete-time model for a multispecies stochastic community subject to environmental noise. It is a Markov process. Given multispecies time series (log) abundance data without observation error, parameter estimation of this model parameters can be quickly done via Conditional Least Squares.

Usage

mars.cls(comm.mat, covariate = NULL)

Arguments

comm.mat

Data frame with log-scale abundance for each time step following burn-in. We expect one column per species and one row per time-step.

covariate

Matrix of covariates (ex. precipitation per time step) with each column representing a variable and each row representing a time step. Defaults to "NULL" when no matrix is supplied.

Value

Resulting data frame includes:

  • A, vector of length p (p = number of species) containing the estimates of the intrinsic rate of natural increase of each species.

  • B, a matrix of p x p estimates where the diagonal elements represent the intra-specific, density-dependent effects. The elements \(b_{ij}\) gives the effect of the abundance of species j on per capita growth rate of species i.

  • sigma, a matrix of p x p, represents environmental noise variance-covariance matrix.

  • C, a vector of estimated coefficients for every covariate representing the effects of every covariate on every species.

  • E, vector representing stochastic environmental variability.

  • Yhat, \(\hat{Y}\) estimator of predicted abundance.

  • R2, \(R^2\), proportion of explained variation in the log scale population abundance for each species.

  • R2_D, conditional \(R^2\), proportion of variation in the change in one unit of time of the log scale population abundance explained by the model for each species.

  • AIC, Akaike information criterion.

  • BIC, Bayesian information criterion.

  • lnlike, maximized log likelihood of the MAR(1) model.

References

Ives, A. R., Dennis, B., Cottingham, K. L., Carpenter, S. R. (2003). Estimating community stability and ecological interactions from time-series data. Ecological Monographs, 72(2): 301 - 330