Package: jumps
Type: Package
Title: Hodrick-Prescott Filter with Jumps
Version: 1.0
Date: 2025-03-20
Authors@R: c(
    person("Matteo", "Pelagatti", , "matteo.pelagatti@unimib.it", role = c("aut","cre","cph"),
		   comment = c(ORCID = "0000-0002-1860-7535")),
    person("Paolo", "Maranzano", , "pmaranzano.ricercastatistica@gmail.com", role = c("aut","cph"),
           comment = c(ORCID = "0000-0002-9228-2759"))
  )
Maintainer: Matteo Pelagatti <matteo.pelagatti@unimib.it>
Description: A set of functions to compute the Hodrick-Prescott (HP)
    filter with automatically selected jumps. The original
    HP filter extracts a smooth trend from a time series, and our version
    allows for a small number of automatically identified jumps.
    See Maranzano and Pelagatti (2024) <doi:10.2139/ssrn.4896170> for details.
License: GPL-3
Imports: Rcpp (>= 1.0.10), stats, nloptr
LinkingTo: Rcpp
RoxygenNote: 7.3.2
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), ggplot2, xts
Config/testthat/edition: 3
VignetteBuilder: knitr
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
Packaged: 2025-03-23 21:43:25 UTC; pelagatti
Author: Matteo Pelagatti [aut, cre, cph]
    (<https://orcid.org/0000-0002-1860-7535>),
  Paolo Maranzano [aut, cph] (<https://orcid.org/0000-0002-9228-2759>)
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2025-03-24 15:00:06 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-26 20:42:11 UTC; unix
Archs: jumps.so.dSYM
