bHP: bHP: Package for the boosted HP filter
In chenyang45/BoostedHP: Boosted HP filter
bHP R Documentation
bHP: Package for the boosted HP filter
Description
The boosted HP filter by Phillips and Shi (2019)
Details
BoostedHP is the main function. It generates a bHP object which can work with
generic methods.
References
Peter Phillips and Zhentao Shi, 2021: "Boosting: Why You Can Use the HP Filter," International Economic Review, 62(2), 521-570
chenyang45/BoostedHP documentation built on Nov. 12, 2022, 11:36 a.m.
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| bHP | R Documentation |
bHP: Package for the boosted HP filter
Description
The boosted HP filter by Phillips and Shi (2019)
Details
BoostedHP is the main function. It generates a bHP object which can work with
generic methods.
References
Peter Phillips and Zhentao Shi, 2021: "Boosting: Why You Can Use the HP Filter," International Economic Review, 62(2), 521-570
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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