chenyang45/BoostedHP: Boosted HP filter

R package for the boosted HP filter, in Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter," *International Economic Review*, 62(2), 521-570 arXiv: 1905.00175, Cowles Foundation Discussion Paper No.2192.

Getting started

Package details

Maintainer
LicenseMIT
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("chenyang45/BoostedHP")
chenyang45/BoostedHP documentation built on Nov. 12, 2022, 11:36 a.m.