{ "_id": "6a15378facfb0bcc41d4faf7", "Package": "mhpfilter", "Type": "Package", "Title": "Modified Hodrick-Prescott Filter with Optimal Smoothing\nParameter Selection", "Version": "0.1.0", "Authors@R": "c(\nperson(\"Muhammad\", \"Yaseen\",\nemail = \"myaseen208@gmail.com\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0002-5923-1714\")),\nperson(\"Javed\", \"Iqbal\",\nemail = \"Javed.iqbal6@sbp.org.pk\",\nrole = \"ctb\",\ncomment = \"Original methodology author\"),\nperson(\"M. Nadim\", \"Hanif\",\nemail = \"Nadeem.hanif@sbp.org.pk\",\nrole = \"ctb\",\ncomment = \"Original methodology author\")\n)", "Maintainer": "Muhammad Yaseen ", "Description": "High-performance implementation of the Modified\nHodrick-Prescott (HP) Filter for decomposing macroeconomic time\nseries into trend and cyclical components. Based on the\nmethodology of Choudhary, Hanif and Iqbal (2014)\n \"On smoothing macroeconomic\ntime series using the modified HP filter\", which uses\ngeneralized cross-validation (GCV) to automatically select the\noptimal smoothing parameter lambda, following McDermott (1997)\n\"An automatic method for choosing the smoothing parameter in\nthe HP filter\" (as described in Coe and McDermott (1997)\n). Unlike the standard HP filter that uses\nfixed lambda values (1600 for quarterly, 100 for annual data),\nthis package estimates series-specific lambda values that\nminimize the GCV criterion. Implements efficient C++ routines\nvia 'RcppArmadillo' for fast computation, supports batch\nprocessing of multiple series, and provides comprehensive\nvisualization tools using 'ggplot2'. Particularly useful for\ncross-country macroeconomic comparisons, business cycle\nanalysis, and when the appropriate smoothing parameter is\nuncertain.", "License": "MIT + file LICENSE", "Encoding": "UTF-8", "URL": "https://myaseen208.com/mhpfilter/", "BugReports": "https://github.com/myaseen208/mhpfilter/issues", "VignetteBuilder": "knitr", "RoxygenNote": "7.3.3", "NeedsCompilation": "yes", "Language": "en-US", "Packaged": { "Date": "2026-05-26 05:58:44 UTC", "User": "root" }, "Author": "Muhammad Yaseen [aut, cre] (ORCID:\n), Javed Iqbal [ctb]\n(Original methodology author), M. Nadim Hanif [ctb] (Original\nmethodology author)", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-02-13 07:40:08 UTC", "RemoteUrl": "https://github.com/cran/mhpfilter", "RemoteRef": "HEAD", "RemoteSha": "c73a77f5d891a2b3c94ff6c9a5bc874c1d11943d", "MD5sum": "0788c7fb711a399a5bccd9a48952ed2d", "_user": "cran", "_type": "src", "_file": "mhpfilter_0.1.0.tar.gz", "_fileid": "e95931e61bd4c058fd67070f795476e79d41976e9bcec68712af12aced801163", "_filesize": 1943804, "_sha256": "e95931e61bd4c058fd67070f795476e79d41976e9bcec68712af12aced801163", "_created": "2026-05-26T05:58:44.000Z", "_published": "2026-05-26T06:02:55.252Z", "_distro": "noble", "_jobs": [ { "job": 77816206547, "time": 164, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7209945453" }, { "job": 77816206543, "time": 176, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7209947836" }, { "job": 77816206565, "time": 202, "config": "linux-release-arm64", "r": 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Nadim Hanif", "engine": "knitr::rmarkdown", "headings": [ "Overview", "Why Modified HP Filter?", "Installation", "Quick Start", "Example 1: GDP-like Series", "Visualization with autoplot", "Comparison with Standard HP Filter", "Example 2: Why Fixed Lambda Matters", "Visual Comparison", "Key Insights from Comparison", "Batch Processing: Multi-Country Analysis", "Example 3: Cross-Country GDP Comparison", "Visualizing Cross-Country Cycles", "Highlighting Specific Countries", "Batch Comparison with Standard HP", "Example 4: Real Business Cycle Analysis", "Cyclical Properties Visualization", "Example 5: Sensitivity to Lambda", "Performance Tips", "Choosing max_lambda", "Batch Processing Efficiency", "Summary and Recommendations", "When to Use Modified HP Filter", "Key Takeaways", "References", "See Also" ], "created": "2026-02-13 07:40:08", "modified": "2026-02-13 07:40:08", "commits": 1 }, { "source": "methodology.Rmd", "filename": "methodology.html", "title": "Modified HP Filter: Theory and Methodology", "author": "Muhammad Yaseen, Javed Iqbal, M. 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