Package index

Core Filtering Functions

Main functions for applying HP and Modified HP filters to time series data. The Modified HP filter automatically selects the optimal smoothing parameter lambda using generalized cross-validation (GCV).

mhp_filter()

Modified Hodrick-Prescott Filter

hp_filter()

Standard Hodrick-Prescott Filter

mhp_compare()

Compare HP vs Modified HP Filter

Batch Processing

Efficient batch processing functions for multiple time series. Ideal for cross-country comparisons and analyzing multiple economic indicators simultaneously.

mhp_batch()

Batch Modified HP Filter

batch_compare()

Batch Comparison of HP vs Modified HP

Visualization Functions

Professional visualization tools using ggplot2. Create publication-ready plots of trend-cycle decompositions with minimal code.

autoplot(<mhp>)

Plot Method for mhp Objects

plot_comparison()

Plot Comparison of HP vs Modified HP

plot_batch()

Plot Batch Results

Utility Functions

Helper functions for extracting results and information from filter objects.

get_lambda()

Extract Optimal Lambda

get_gcv()

Extract GCV Value

print(<mhp>)

Print Method for mhp Objects

Package Documentation

Overall package documentation and information.

mhpfilter-package mhpfilter

mhpfilter: Fast Modified Hodrick-Prescott Filter