Modified and Fully Modified Hodrick-Prescott Filters
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Documentation for package ‘mhpfilter’ version 1.0.0
Help Pages
| as.data.frame.mhp_result | Methods for mhpfilter results |
| as.data.table.mhp_result | Methods for mhpfilter results |
| autoplot.mhp | Plot the decomposition of a series |
| batch_compare | Compare the HP and the modified HP filter |
| batch_compare.default | Compare the HP and the modified HP filter |
| fmhp_batch | Fully modified HP filter of many series |
| fmhp_batch.default | Fully modified HP filter of many series |
| fmhp_compare | Compare the HP, modified HP and fully modified HP filters |
| fmhp_compare.default | Compare the HP, modified HP and fully modified HP filters |
| fmhp_filter | Fully modified Hodrick-Prescott filter |
| fmhp_filter.default | Fully modified Hodrick-Prescott filter |
| fmhp_simulation | Power comparison of the filters on simulated series |
| format.mhp_interpretation | Plain-language interpretation of a result |
| format.mhp_result | Methods for mhpfilter results |
| get_gcv | Extract the smoothing parameter or the criterion of a result |
| get_gcv.default | Extract the smoothing parameter or the criterion of a result |
| get_lambda | Extract the smoothing parameter or the criterion of a result |
| get_lambda.default | Extract the smoothing parameter or the criterion of a result |
| hp_filter | Hodrick-Prescott filter with a fixed smoothing parameter |
| hp_filter.default | Hodrick-Prescott filter with a fixed smoothing parameter |
| hp_gain | Gain functions of an HP-type filter |
| hp_gain.default | Gain functions of an HP-type filter |
| hp_loss | End-point loss of an HP-type filter |
| hp_loss.default | End-point loss of an HP-type filter |
| hp_schedule | Smoothing parameters with raised end values |
| hp_weights | Weights of an HP-type filter |
| hp_weights.default | Weights of an HP-type filter |
| mhp-methods | Methods for mhpfilter results |
| mhp_app | Trend and cycle analysis in a web browser |
| mhp_app_object | Trend and cycle analysis in a web browser |
| mhp_batch | Modified HP filter of many series |
| mhp_batch.default | Modified HP filter of many series |
| mhp_cite | References of a result or of the package |
| mhp_cite.default | References of a result or of the package |
| mhp_compare | Compare the HP and the modified HP filter |
| mhp_compare.default | Compare the HP and the modified HP filter |
| mhp_designs | The 30 simulation designs of Hanif, Iqbal and Choudhary (2017) |
| mhp_filter | Modified Hodrick-Prescott filter: the smoothing parameter chosen from the data |
| mhp_filter.default | Modified Hodrick-Prescott filter: the smoothing parameter chosen from the data |
| mhp_interpret | Plain-language interpretation of a result |
| mhp_interpret.default | Plain-language interpretation of a result |
| mhp_notation | Notation of mhpfilter |
| mhp_reference | Published values used by the tests and vignettes |
| mhp_save | Save a figure (vector PDF by default) |
| mhp_save.default | Save a figure (vector PDF by default) |
| mhp_simulate | Simulate a series with a known trend and cycle |
| mhp_theme | ggplot2 theme of mhpfilter |
| plot.mhp_result | Methods for mhpfilter results |
| plot_batch | Plot the results of many series |
| plot_comparison | Plot the HP and modified HP filters of one series |
| print.mhp | Print a filter result |
| print.mhp_interpretation | Plain-language interpretation of a result |
| print.mhp_result | Methods for mhpfilter results |
| print.summary.mhp_result | Methods for mhpfilter results |
| summary.mhp_result | Methods for mhpfilter results |
| us_macro | United States real GDP, consumption and investment, 1959 to 2009 (quarterly) |