neverhpfilter (0.2-0)

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A Better Alternative to the Hodrick-Prescott Filter.

https://justinmshea.github.io/neverhpfilter/
http://cran.r-project.org/web/packages/neverhpfilter

In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes an interesting new alternative to economic time series filtering. The neverhpfilter package provides functions for implementing his solution. Hamilton (2017) .

Maintainer: Justin M. Shea
Author(s): Justin M. Shea [aut, cre]

License: GPL-3

Uses: xts, zoo, testthat, knitr, rmarkdown, covr

Released over 1 year ago.


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