neverhpfilter: A Better Alternative to the Hodrick-Prescott Filter

In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes an interesting new alternative to economic time series filtering. The neverhpfilter package provides functions for implementing his solution. Hamilton (2017) <doi:10.3386/w23429>.

Version: 0.2-0
Depends: R (≥ 3.4.0)
Imports: xts, zoo
Suggests: knitr, rmarkdown, testthat, covr
Published: 2018-01-24
Author: Justin M. Shea [aut, cre]
Maintainer: Justin M. Shea <jshea at roosevelt.edu>
BugReports: https://github.com/JustinMShea/neverhpfilter/issues
License: GPL-3
URL: https://justinmshea.github.io/neverhpfilter/
NeedsCompilation: no
Materials: README NEWS
CRAN checks: neverhpfilter results

Downloads:

Reference manual: neverhpfilter.pdf
Vignettes: Reproducing Hamilton
Package source: neverhpfilter_0.2-0.tar.gz
Windows binaries: r-devel: neverhpfilter_0.2-0.zip, r-release: neverhpfilter_0.2-0.zip, r-oldrel: not available
OS X binaries: r-release: neverhpfilter_0.2-0.tgz, r-oldrel: not available

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