Package: muse
Type: Package
Title: Multiple Unobserved Sources of Error State Space Models
Version: 0.1.0
Date: 2026-06-22
Authors@R: c(person("Diego J.", "Pedregal", role = c("aut", "ctb"),
                     email = "Diego.Pedregal@uclm.es",
                     comment = c(ORCID = "0000-0003-4958-0969")),
           person("Ivan", "Svetunkov", email = "ivan@svetunkov.com", role = c("aut", "cre"),
                  comment = c("Senior Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK",
                              ORCID = "0000-0001-7826-0281")))
URL: https://github.com/config-i1/muse
BugReports: https://github.com/config-i1/muse/issues
Language: en-GB
Description: 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.
License: LGPL-2.1
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
VignetteBuilder: knitr
Config/testthat/edition: 3
Encoding: UTF-8
Roxygen: list(old_usage = TRUE)
ByteCompile: true
Config/roxygen2/version: 8.0.0
RoxygenNote: 8.0.0
Config/pak/sysreqs: cmake texlive libssl-dev
Repository: https://config-i1.r-universe.dev
Date/Publication: 2026-06-22 17:52:57 UTC
RemoteUrl: https://github.com/config-i1/muse
RemoteRef: HEAD
RemoteSha: ec3f6a78243c484bde63045607f3c8f8dd239b59
NeedsCompilation: yes
Packaged: 2026-07-01 11:19:59 UTC; root
Author: Diego J. Pedregal [aut, ctb] (ORCID:
    <https://orcid.org/0000-0003-4958-0969>),
  Ivan Svetunkov [aut, cre] (Senior Lecturer at Centre for Marketing
    Analytics and Forecasting, Lancaster University, UK, ORCID:
    <https://orcid.org/0000-0001-7826-0281>)
Maintainer: Ivan Svetunkov <ivan@svetunkov.com>