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muse

0.1.0

Multiple Unobserved Sources of Error State Space Models

0packages depend
227downloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Ivan SvetunkovFirst published 2026-07-011 releasesCRAN page ↗GitHub ↗

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.

Install

Health

CRAN checks
13OK
Slowest check: 6.4 min · r-devel-linux-x86_64-fedora-gcc
Code health
Yes
Tests · ratio 0.37
not tracked
Coverage
100%
Documentation · exports
Yes
Vignettes
Yes
README
5
Dependencies · direct
Check history
  • OK2026-07-01
    6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

227
CRAN downloads in the past year
Rank #24,198 · ~1/day · ~19/mo
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Repository

Repository
4Stars
1Forks
0Open issues
0Open PRs
0Releases
297Commits
License LGPL-2.1 · 297 commits · +33.3% stars, 30d

Stars over time

2024-12-29 · 32026-07-07 · 4

Dependencies

Declared dependencies
10 external dependencies (excludes base and recommended)
Depends (3)
R >= 3.0.2greyboxsmooth
Imports (3)
LinkingTo (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Code Composition
C 8,412 (60%)R 4,260 (30%)Rd 445 (3%)Markdown 422 (3%)Vignettes 329 (2%)C++ 249 (2%)
Code characteristics
Object systems
S337
Cyclomatic complexity
3.0 median / 45 max
Test cases
96 / 0.37 per code line
Documented parameters
82%

Test coverage

Line coverage

Expression

Tests / Examples

Functions

214 2 exported

Complexity

6.5 avg / 45 max

Call network

214 nodes / 289 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (2)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Author, Contributor
Contributors (1)
Author, Contributor
Release timeline

1 release. R releases are shown for context.

  • 0.1.0Latest
    2026-07-01 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-07-01
Total releases
1 / 1 yrs
License
LGPL-2.1 OSI
Minimum R
≥ 3.0.2
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet