{ "_id": "6aed7fa8818c9e3ef6dc3807", "Package": "mhpfilter", "Type": "Package", "Title": "Modified and Fully Modified Hodrick-Prescott Filters", "Version": "1.0.0", "Date": "2026-11-05", "Authors@R": "c(\nperson(\"Muhammad\", \"Yaseen\", email = \"myaseen208@gmail.com\", role = c(\"aut\", \"cre\", \"cph\"),\ncomment = c(ORCID = \"0000-0002-5923-1714\"))\n, person(\"Javed\", \"Iqbal\", email = \"Javed.iqbal6@sbp.org.pk\", role = \"ctb\",\ncomment = \"Original methodology author\")\n, person(c(\"M.\", \"Nadim\"), \"Hanif\", email = \"Nadeem.hanif@sbp.org.pk\", role = c(\"ctb\", \"cph\"),\ncomment = \"Original methodology author; author of the MATLAB code of the fully modified HP filter\")\n, person(c(\"M.\", \"Ali\"), \"Choudhary\", role = \"ctb\", comment = \"Original methodology author\")\n)", "Description": "Decomposes macroeconomic time series into trend and cycle\nwith the Hodrick-Prescott (HP) filter and two data-driven\nversions of it. The modified HP filter of McDermott (1997),\nassessed by Choudhary, Hanif and Iqbal (2014)\n, chooses the smoothing\nparameter of every series by generalised cross-validation (as\ndescribed in Coe and McDermott (1997) ).\nThe fully modified HP filter of Hanif, Iqbal and Choudhary\n(2017, State Bank of Pakistan Working Paper 88) also reduces\nthe end-point bias of the HP filter: it raises the smoothing\nparameter at the first and last observations, with linear or\nquadratic weights chosen to minimise the loss of Bloechl (2014,\nUniversity of Munich Discussion Paper 2014-1). Every filter is\na banded linear solve, so the searches are fast; batch\nprocessing of many series, comparisons of the filters, the\nfilter weights, gain functions and end-point loss, simulation\nof trend-plus-cycle series and the power comparison of the\npaper, 'ggplot2' graphics, a plain-language interpretation of\nevery result and a built-in 'shiny' application.", "License": "MIT + file LICENSE", "URL": "https://myaseen208.com/mhpfilter/,\nhttps://github.com/myaseen208/mhpfilter", "BugReports": "https://github.com/myaseen208/mhpfilter/issues", "Encoding": "UTF-8", "Language": "en-US", "LazyData": "true", "VignetteBuilder": "quarto, R.rsp", "Config/testthat/edition": "3", "Config/skill/prefix": "mhp", "Roxygen": "list(markdown = FALSE)", "RoxygenNote": "7.3.1", "NeedsCompilation": "yes", "Repository": "https://myaseen208.r-universe.dev", "Date/Publication": "2026-11-06 03:22:09 UTC", "RemoteUrl": "https://github.com/myaseen208/mhpfilter", "RemoteRef": "HEAD", "RemoteSha": "c3b04c2257fa102ee23d5ef2c7d3fa4469026621", "Packaged": { "Date": "2026-11-06 07:11:18 UTC", "User": "root" }, "Author": "Muhammad Yaseen [aut, cre, cph] (ORCID:\n),\nJaved Iqbal [ctb] (Original methodology author),\nM. Nadim Hanif [ctb, cph] (Original methodology author; author of the\nMATLAB code of the fully modified HP filter),\nM. 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