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jumps  

Hodrick-Prescott Filter with Jumps
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("jumps", "1.0")



Attach the package and use:
library("jumps")
Maintained by
Matteo Pelagatti
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-03-24
Latest Update: 2025-03-24
Description:
A set of functions to compute the Hodrick-Prescott (HP) filter with automatically selected jumps. The original HP filter extracts a smooth trend from a time series, and our version allows for a small number of automatically identified jumps. See Maranzano and Pelagatti (2024) <doi:10.2139/ssrn.4896170> for details.
How to cite:
Matteo Pelagatti (2025). jumps: Hodrick-Prescott Filter with Jumps. R package version 1.0, https://cran.r-project.org/web/packages/jumps. Accessed 07 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited jumps R package
View jumps citation profile
Other R packages that jumps depends, imports, suggests or enhances
Complete documentation for jumps
Functions, R codes and Examples using the jumps R package
Full jumps package functions and examples
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