Other packages > Find by keyword >

jumps  

Hodrick-Prescott Filter with Jumps
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("jumps", "1.0")



Attach the package and use:
library("jumps")
Maintained by
Matteo Pelagatti
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-03-24
Latest Update: 2025-03-24
Description:
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.
How to cite:
Matteo Pelagatti (2025). jumps: Hodrick-Prescott Filter with Jumps. R package version 1.0, https://cran.r-project.org/web/packages/jumps. Accessed 19 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited jumps R package
View jumps citation profile
Other R packages that jumps depends, imports, suggests or enhances
Complete documentation for jumps
Functions, R codes and Examples using the jumps R package
Full jumps package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

MScombine  
Combine Data from Positive and Negative Ionization Mode Finding Common Entities
Find common entities detected in both positive and negative ionization mode, delete this entity in ...
Download / Learn more Package Citations See dependency  
SDT  
Self-Determination Theory Measures
Functions for self-determination motivation theory (SDT) to compute measures of motivation internal ...
Download / Learn more Package Citations See dependency  
PCGSE  
Principal Component Gene Set Enrichment
Contains logic for computing the statistical association of variable groups, i.e., gene sets, with r ...
Download / Learn more Package Citations See dependency  
arsenal  
An Arsenal of 'R' Functions for Large-Scale Statistical Summaries
An Arsenal of 'R' functions for large-scale statistical summaries, which are streamlined to work wi ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
signibox  
Statistical Significance Marks on Boxplots
Add significance marks to any R Boxplot, including a given significance niveau. ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

65,069

Author Associations

24,013

Publication Badges

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