Package: muse
Type: Package
Title: Multiple Unobserved Sources of Error State Space Models
Version: 0.1.1
Date: 2026-07-27
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/openforecast-org/muse
BugReports: https://github.com/openforecast-org/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
ByteCompile: true
Config/roxygen2/version: 8.0.0
RoxygenNote: 8.0.0
NeedsCompilation: yes
Packaged: 2026-07-30 12:35:19 UTC; config
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>
Repository: CRAN
Date/Publication: 2026-07-30 23:20:02 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-08-10 03:28:24 UTC; windows
Archs: x64
