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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | muse_0.1.0.tar.gz |
1.1 MiB |
0.1.0 |
rolling linux/noble R-4.5 | muse_0.1.0.tar.gz |
1.1 MiB |
0.1.0 |
rolling source/ R- | muse_0.1.0.tar.gz |
716.8 KiB |
0.1.0 |
latest linux/jammy R-4.5 | muse_0.1.0.tar.gz |
1.1 MiB |
0.1.0 |
latest linux/noble R-4.5 | muse_0.1.0.tar.gz |
1.1 MiB |
0.1.0 |
latest source/ R- | muse_0.1.0.tar.gz |
716.8 KiB |
0.1.0 |
2026-04-23 source/ R- | muse_0.1.0.tar.gz |
0 B |