Extract Optimal Lambda — get_lambda • mhpfilter

Extract the optimal smoothing parameter lambda from Modified HP filter results.

Usage

get_lambda(x)

Arguments

x: Result from mhp_filter (either data.table or mhp object).

Value

Integer. The optimal lambda value.

Examples

set.seed(123)
result <- mhp_filter(cumsum(rnorm(100)), max_lambda = 10000)
get_lambda(result)
#> [1] 562

# With mhp object
result_obj <- mhp_filter(cumsum(rnorm(100)), max_lambda = 10000, as_dt = FALSE)
get_lambda(result_obj)
#> [1] 896