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 |
| 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-devel-gcc8: neverhpfilter_0.2-0.zip, r-release: neverhpfilter_0.2-0.zip, r-oldrel: neverhpfilter_0.2-0.zip |
| OS X binaries: | r-release: neverhpfilter_0.2-0.tgz, r-oldrel: neverhpfilter_0.2-0.tgz |
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