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>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
CRAN checks: neverhpfilter results


Reference manual: neverhpfilter.pdf
Vignettes: Reproducing Hamilton
Package source: neverhpfilter_0.2-0.tar.gz
Windows binaries: r-devel:, r-devel-gcc8:, r-release:, r-oldrel:
OS X binaries: r-release: neverhpfilter_0.2-0.tgz, r-oldrel: neverhpfilter_0.2-0.tgz


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