In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) <doi:10.3386/w23429>.

The aim is to develop an R package, which is the 'new.dist'
    package, for the probability (density) function, the
    distribution function, the quantile function and the
    associated random number generation function for discrete and
    continuous distributions, which have recently been proposed
    in the literature. This package implements the following
    distributions: The Power Muth Distribution, a Bimodal Weibull
    Distribution, the Discrete Lindley Distribution, The
    Gamma-Lomax Distribution, Weighted Geometric Distribution, a
    Power Log-Dagum Distribution, Kumaraswamy Distribution,
    Lindley Distribution, the Unit-Inverse Gaussian Distribution,
    EP Distribution, Akash Distribution, Ishita Distribution,
    Maxwell Distribution, the Standard Omega Distribution,
    Slashed Generalized Rayleigh Distribution, Two-Parameter
    Rayleigh Distribution, Muth Distribution, Uniform-Geometric
    Distribution, Discrete Weibull Distribution.

Computes the probability density function, cumulative distribution function, quantile function, random numbers and measures of inference for the following general families of  distributions (each family defined in terms of an arbitrary cdf G): Marshall Olkin G distributions, exponentiated G distributions, beta G distributions, gamma G distributions, Kumaraswamy G distributions, generalized beta G distributions, beta extended G distributions, gamma G distributions, gamma uniform G distributions, beta exponential G distributions, Weibull G distributions, log gamma G I distributions, log gamma G II distributions, exponentiated generalized G distributions, exponentiated Kumaraswamy G distributions, geometric exponential Poisson G distributions, truncated-exponential skew-symmetric G distributions, modified beta G distributions, and exponentiated exponential Poisson G distributions.