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muse  

Multiple Unobserved Sources of Error State Space Models
View on CRAN: Click here


Download and install muse package within the R console
Install from CRAN:
install.packages("muse")

Install from Github:
library("remotes")
install_github("cran/muse")

Install by package version:
library("remotes")
install_version("muse", "0.1.2")



Attach the package and use:
library("muse")
Maintained by
Ivan Svetunkov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-30
Latest Update: 2026-06-30
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.
How to cite:
Ivan Svetunkov (2026). muse: Multiple Unobserved Sources of Error State Space Models. R package version 0.1.2, https://cran.r-project.org/web/packages/muse. Accessed 03 Oct. 2026.
Previous versions and publish date:
(2026-09-16 12:00), 0.1.0 (2026-06-30 22:30), 0.1.1 (2026-07-31 01:20)
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