Package: hpfilter
Type: Package
Title: The One- And Two-Sided Hodrick-Prescott Filter
Version: 1.0.2
Author: Alexandru Monahov
Maintainer: Alexandru Monahov <alexandru.monahov@proton.me>
URL: https://www.alexandrumonahov.eu.org/projects
Description: Provides two functions that implement the one-sided and
        two-sided versions of the Hodrick-Prescott filter. The
        one-sided version is a Kalman filter-based implementation,
        whereas the two- sided version uses sparse matrices for
        improved efficiency. References: Hodrick, R. J., and Prescott,
        E. C. (1997) <doi:10.2307/2953682> Mcelroy, T. (2008)
        <doi:10.1111/j.1368-423X.2008.00230.x> Meyer-Gohde, A. (2010)
        <https://ideas.repec.org/c/dge/qmrbcd/181.html> For more
        references, see the vignette.
License: CC BY-SA 4.0
Imports: Matrix
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-07-03 08:27:09 UTC; root
Depends: R (>= 3.5.0)
Repository: https://cran.r-universe.dev
Date/Publication: 2023-05-28 15:40:02 UTC
RemoteUrl: https://github.com/cran/hpfilter
RemoteRef: HEAD
RemoteSha: cc0e32da51d4cea2d7a209a1fae4cfd70a5fc5b3