neverhpfilter: An Alternative to the Hodrick-Prescott Filter

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

Version: 0.4-0
Depends: R (≥ 3.5.0), xts (≥ 0.11-0), zoo (≥ 1.8-0)
Suggests: knitr, rmarkdown, tinytest
Published: 2021-06-18
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

Documentation:

Reference manual: neverhpfilter.pdf
Vignettes: Additional examples
Reproducing Hamilton

Downloads:

Package source: neverhpfilter_0.4-0.tar.gz
Windows binaries: r-devel: neverhpfilter_0.4-0.zip, r-release: neverhpfilter_0.4-0.zip, r-oldrel: neverhpfilter_0.4-0.zip
macOS binaries: r-release (arm64): neverhpfilter_0.4-0.tgz, r-release (x86_64): neverhpfilter_0.4-0.tgz, r-oldrel: neverhpfilter_0.4-0.tgz
Old sources: neverhpfilter archive

Linking:

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