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: 0.3-1
Depends: R (≥ 3.5.0), xts (≥ 0.11-0), zoo (≥ 1.8-0)
Suggests: knitr, tinytest
Published: 2020-02-09
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: Additional examples
Reproducing Hamilton
Package source: neverhpfilter_0.3-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: neverhpfilter_0.3-1.tgz, r-oldrel: neverhpfilter_0.3-1.tgz
Old sources: neverhpfilter archive


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