Other packages > Find by keyword >

neverhpfilter  

An Alternative to the Hodrick-Prescott Filter
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("neverhpfilter", "0.4-0")



Attach the package and use:
library("neverhpfilter")
Maintained by
Justin M. Shea
[Scholar Profile | Author Map]
First Published: 2018-01-24
Latest Update: 2021-06-18
Description:
In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) .
How to cite:
Justin M. Shea (2018). neverhpfilter: An Alternative to the Hodrick-Prescott Filter. R package version 0.4-0, https://cran.r-project.org/web/packages/neverhpfilter. Accessed 13 Apr. 2025.
Previous versions and publish date:
0.2-0 (2018-01-24 17:33), 0.3-1 (2020-02-09 15:40)
Other packages that cited neverhpfilter R package
View neverhpfilter citation profile
Other R packages that neverhpfilter depends, imports, suggests or enhances
Complete documentation for neverhpfilter
Functions, R codes and Examples using the neverhpfilter R package
Some associated functions: EXPGSC1 . FEDFUNDS . GCEC1 . GDPC1 . GDPDEF . GPDIC1 . GS10 . Hamilton_table_2 . IMPGSC1 . PAYEMS . PCECC96 . SP500 . UNRATENSA . USREC . yth_filter . yth_glm . 
Some associated R codes: EXPGSC1.R . FEDFUNDS.R . GCEC1.R . GDPC1.R . GDPDEF.R . GPDIC1.R . GS10.R . Hamilton_table_2.R . IMPGSC1.R . PAYEMS.R . PCECC96.R . SP500.R . UNRATENSA.R . USREC.R . yth_filter.R . yth_glm.R .  Full neverhpfilter package functions and examples
Downloads during the last 30 days
03/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/12Downloads for neverhpfilter246810121416182022242628TrendBars

Today's Hot Picks in Authors and Packages

ggprism  
A 'ggplot2' Extension Inspired by 'GraphPad Prism'
Provides various themes, palettes, and other functions that are used to customise ggplots to look l ...
Download / Learn more Package Citations See dependency  
LDABiplots  
Biplot Graphical Interface for LDA Models
Contains the development of a tool that provides a web-based graphical user interface (GUI) to perf ...
Download / Learn more Package Citations See dependency  
COMPoissonReg  
Conway-Maxwell Poisson (COM-Poisson) Regression
Fit Conway-Maxwell Poisson (COM-Poisson or CMP) regression models to count data (Sellers & Shmueli, ...
Download / Learn more Package Citations See dependency  
MLeval  
Machine Learning Model Evaluation
Straightforward and detailed evaluation of machine learning models. 'MLeval' can produce receiver op ...
Download / Learn more Package Citations See dependency  
SPOTMisc  
Misc Extensions for the "SPOT" Package
Implements additional models, simulation tools, and interfaces as extensions to 'SPOT'. It provides ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,867

Author Associations

24,013

Publication Badges

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