Modified Hodrick-Prescott Filter with Optimal Smoothing
Parameter Selection
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Documentation for package ‘mhpfilter’ version 0.1.0
Help Pages
| mhpfilter-package | mhpfilter: Fast Modified Hodrick-Prescott Filter |
| autoplot.mhp | Plot Method for mhp Objects |
| batch_compare | Batch Comparison of HP vs Modified HP |
| get_gcv | Extract GCV Value |
| get_lambda | Extract Optimal Lambda |
| hp_filter | Standard Hodrick-Prescott Filter |
| mhpfilter | mhpfilter: Fast Modified Hodrick-Prescott Filter |
| mhp_batch | Batch Modified HP Filter |
| mhp_compare | Compare HP vs Modified HP Filter |
| mhp_filter | Modified Hodrick-Prescott Filter |
| plot_batch | Plot Batch Results |
| plot_comparison | Plot Comparison of HP vs Modified HP |
| print.mhp | Print Method for mhp Objects |