jumps
Hodrick-Prescott Filter with Jumps
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | jumps_1.0.tar.gz |
176.9 KiB |
1.0 |
rolling linux/noble R-4.5 | jumps_1.0.tar.gz |
177.8 KiB |
1.0 |
rolling source/ R- | jumps_1.0.tar.gz |
76.5 KiB |
1.0 |
latest linux/jammy R-4.5 | jumps_1.0.tar.gz |
176.9 KiB |
1.0 |
latest linux/noble R-4.5 | jumps_1.0.tar.gz |
177.8 KiB |
1.0 |
latest source/ R- | jumps_1.0.tar.gz |
76.5 KiB |
1.0 |
2026-04-26 source/ R- | jumps_1.0.tar.gz |
76.5 KiB |
1.0 |
2026-04-23 source/ R- | jumps_1.0.tar.gz |
76.5 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | jumps_1.0.zip |
499.8 KiB |
1.0 |
2025-04-20 source/ R- | jumps_1.0.tar.gz |
76.5 KiB |