muse
0.1.0Multiple Unobserved Sources of Error State Space Models
Overview
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.
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- OK2026-07-016 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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Code & Tests
- Cyclomatic complexity
- 3.0 median / 45 max
- Test cases
- 96 / 0.37 per code line
- Documented parameters
- 82%
Test coverage
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Functions
214 2 exported
Complexity
6.5 avg / 45 max
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214 nodes / 289 edges
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People & History
1 release. R releases are shown for context.
- 0.1.0Latest2026-07-01 · current release
- RR 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