R: Hodrick-Prescott Filter with Jumps

# Hodrick-Prescott Filter with Jumps

## Documentation for package ‘jumps’ version 1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

jumps-package | Hodrick-Prescott Filter with Jumps
auto_hpfj | Automatic selection of the optimal HP filter with jumps
auto_hpfjx | Automatic selection of the optimal HP filter with jumps and regressors
auto_hpfj_fix | Automatic selection of the optimal HP filter with jumps and fixed smoothing constant
BIC.hpj | BIC method for the class hpj
da | Internal function for computing scores w/r to regression coefficients
dummyseas | Seasonal dummy variables
employed_IT | Dataset: employed_IT
hpfj | HP filter with automatic jumps detection.
hpfjx | HP filter with jumps and regressors (still experimental)
hpfj_fix | HP filter with automatic jumps detection and fixed smoothing constant
hpj | Hodrick-Prescott filter with jumps
jumps | Hodrick-Prescott Filter with Jumps
llt | Kalman filtering and smoothing for local linear trend plus noise
logLik.hpj | logLik method for the class hpj
mse | Mean squared error
nobs.hpj | nobs method for the class hpj
plot.hpj | Plot method for the class hpj
print.hpj | Print method for the class hpj
trigseas | Trigonometric seasonal variables