CRAN

neverhpfilter 0.2-0

A Better Alternative to the Hodrick-Prescott Filter

Released Jan 24, 2018 by Justin M. Shea

This package can be loaded by Renjin but 13 out 15 tests failed.

Dependencies

xts 0.10-2 zoo 1.8-1

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) .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>neverhpfilter</artifactId>
    <version>0.2-0-b4</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:neverhpfilter')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

Source

R

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Release History