Other packages > Find by keyword >

hpfilter  

The One- And Two-Sided Hodrick-Prescott Filter
View on CRAN: Click here


Download and install hpfilter package within the R console
Install from CRAN:
install.packages("hpfilter")

Install from Github:
library("remotes")
install_github("cran/hpfilter")

Install by package version:
library("remotes")
install_version("hpfilter", "1.0.2")



Attach the package and use:
library("hpfilter")
Maintained by
Alexandru Monahov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-02-24
Latest Update: 2023-05-28
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) Mcelroy, T. (2008) Meyer-Gohde, A. (2010) For more references, see the vignette.
How to cite:
Alexandru Monahov (2023). hpfilter: The One- And Two-Sided Hodrick-Prescott Filter. R package version 1.0.2, https://cran.r-project.org/web/packages/hpfilter. Accessed 03 Dec. 2024.
Previous versions and publish date:
1.0.0 (2023-02-24 11:50), 1.0.1 (2023-02-26 02:12)
Other packages that cited hpfilter R package
View hpfilter citation profile
Other R packages that hpfilter depends, imports, suggests or enhances
Complete documentation for hpfilter
Functions, R codes and Examples using the hpfilter R package
Some associated functions: GDPEU . hp1 . hp2 . hpfilter-package . 
Some associated R codes: GDPEU.R . hp1.R . hp2.R . hpfilter-package.R .  Full hpfilter package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

EDOtrans  
Euclidean Distance-Optimized Data Transformation
A data transformation method which takes into account the special property of scale non-invariance w ...
Download / Learn more Package Citations See dependency  
CRANsearcher  
RStudio Addin for Searching Packages in CRAN Database Based on Keywords
One of the strengths of R is its vast package ecosystem. Indeed, R packages extend from visualizatio ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
donut  
Nearest Neighbour Search with Variables on a Torus
Finds the k nearest neighbours in a dataset of specified points, adding the option to wrap certain ...
Download / Learn more Package Citations See dependency  
FSInteract  
Fast Searches for Interactions
Performs fast detection of interactions in large-scale data using the method of random intersection ...
Download / Learn more Package Citations See dependency  
telemac  
R Interface to the TELEMAC Model Suite
An R interface to the TELEMAC suite for modelling of free surface flow. This includes methods for m ...
Download / Learn more Package Citations See dependency  

23,310

R Packages

200,798

Dependencies

63,203

Author Associations

23,278

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA