Remove the paper from the caramel candies. Drain the yams and reserve the juice. Place the yams in a casserole dish. Add the candy, pineapple and pecans, distributing them nicely with the yams. Sprinkle brown sugar over all and dot with butter. Place marshmallows over all. Bake at 350 for about 30 minutes or until marshmallows have begun to brown.