franzmohr/hpconf: Confidence Bands for the Hodrick-Prescott Filter

An implementation for the calculation of confidence bands for the trend component of the Hodrick-Prescott (HP) filter as proposed by Giles (2013).

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.0.1
URL https://github.com/franzmohr/hpconf
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("franzmohr/hpconf")
franzmohr/hpconf documentation built on June 5, 2020, 10:11 p.m.