rjd3filters: Trend-Cycle Extraction with Linear Filters with 'JDemetra+ 3.x'

Build and apply symmetric and asymmetric moving averages (= linear filters) for trend-cycle extraction. In particular, it implements several modern approaches for real-time estimates from the viewpoint of revisions and time delay in detecting turning points. It includes the local polynomial approach of Proietti and Luati (2008), the Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and Ladiray (2018). It is based on 'Java' libraries developed in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.

Version:	2.4.0
Depends:	R (≥ 4.1.0)
Imports:	rJava (≥ 1.0-6), methods, MASS, graphics, stats, utils, rjd3jars (≥ 0.0.5), rjd3toolkit (≥ 3.7.1)
Suggests:	knitr, rmarkdown, spelling
Published:	2026-10-10
DOI:	10.32614/CRAN.package.rjd3filters
Author:	Alain Quartier-la-Tente [aut, cre, cph], Jean Palate [aut], Tanguy Barthelemy [ctb], Anna Smyk [ctb]
Maintainer:	Alain Quartier-la-Tente <alain.quartier at yahoo.fr>
BugReports:	https://github.com/rjdverse/rjd3filters/issues
License:	EUPL version 1.1 | EUPL version 1.2 [expanded from: EUPL]
URL:	https://github.com/rjdverse/rjd3filters, https://rjdverse.github.io/rjd3filters/
NeedsCompilation:	no
SystemRequirements:	Java (>= 21)
Language:	en-GB
Materials:	README, NEWS
CRAN checks:	rjd3filters results

Documentation:

Reference manual:

rjd3filters.html , rjd3filters.pdf

Downloads:

Package source:	rjd3filters_2.4.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: rjd3filters_2.4.0.zip
macOS binaries:	r-release (arm64): rjd3filters_2.4.0.tgz, r-oldrel (arm64): rjd3filters_2.4.0.tgz, r-release (x86_64): rjd3filters_2.4.0.tgz, r-oldrel (x86_64): rjd3filters_2.4.0.tgz

Linking:

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