muse: Multiple Unobserved Sources of Error State Space Models

Implements the Power / Trend / Seasonal (PTS) model, a unified state-space framework based on the Multiple Source of Error (MSOE) model. It brings the trend, seasonal and irregular component models of Harvey (1989) <doi:10.1017/CBO9781107049994>, Durbin and Koopman (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>, Proietti (2000) <doi:10.1016/S0169-2070(00)00037-6>, Sbrana and Silvestrini (2023) <doi:10.1016/j.ijforecast.2022.03.003> and others together under a single estimation, selection and forecasting interface, with an optional Box-Cox power transformation. Models are estimated by maximum likelihood through the Kalman filter and smoother, with automatic component selection by information criteria.

Version:	0.1.0
Depends:	R (≥ 3.0.2), greybox, smooth
Imports:	Rcpp (≥ 0.12.3), generics (≥ 0.1.2), zoo
LinkingTo:	Rcpp, RcppArmadillo (≥ 0.8.100.0.0)
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-06-30
DOI:	10.32614/CRAN.package.muse (may not be active yet)
Author:	Diego J. Pedregal [aut, ctb], Ivan Svetunkov [aut, cre] (Senior Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)
Maintainer:	Ivan Svetunkov <ivan at svetunkov.com>
BugReports:	https://github.com/config-i1/muse/issues
License:	LGPL-2.1
URL:	https://github.com/config-i1/muse
NeedsCompilation:	yes
Language:	en-GB
Materials:	README, NEWS
CRAN checks:	muse results

Documentation:

Reference manual:	muse.html , muse.pdf
Vignettes:	Power / Trend / Seasonal models with pts() (source, R code)

Downloads:

Package source:	muse_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): muse_0.1.0.tgz, r-oldrel (arm64): muse_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): muse_0.1.0.tgz

Linking:

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