DESCRIPTION

Package: hpfilter
Type: Package
Title: The One- And Two-Sided Hodrick-Prescott Filter
Version: 1.0.0
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: 2023-02-23 17:31:22 UTC; Admin
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2023-02-24 10:50:25 UTC