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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
DOI: 10.32614/CRAN.package.neverhpfilter
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-oldrel (arm64): neverhpfilter_0.4-0.tgz, r-release (x86_64): neverhpfilter_0.4-0.tgz, r-oldrel (x86_64): neverhpfilter_0.4-0.tgz
Old sources: neverhpfilter archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=neverhpfilter to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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