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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "mhpfilter" in publications use:'
type: software
license: MIT
title: 'mhpfilter: Modified Hodrick-Prescott Filter with Optimal Smoothing Parameter
  Selection'
version: 0.1.0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.mhpfilter
abstract: High-performance implementation of the Modified Hodrick-Prescott (HP) Filter
  for decomposing macroeconomic time series into trend and cyclical components. Based
  on the methodology of Choudhary, Hanif and Iqbal (2014) <https://doi.org/10.1080/00036846.2014.894631>
  "On smoothing macroeconomic time series using the modified HP filter", which uses
  generalized cross-validation (GCV) to automatically select the optimal smoothing
  parameter lambda, following McDermott (1997) "An automatic method for choosing the
  smoothing parameter in the HP filter" (as described in Coe and McDermott (1997)
  <https://doi.org/10.2307/3867497>). Unlike the standard HP filter that uses fixed
  lambda values (1600 for quarterly, 100 for annual data), this package estimates
  series-specific lambda values that minimize the GCV criterion. Implements efficient
  C++ routines via 'RcppArmadillo' for fast computation, supports batch processing
  of multiple series, and provides comprehensive visualization tools using 'ggplot2'.
  Particularly useful for cross-country macroeconomic comparisons, business cycle
  analysis, and when the appropriate smoothing parameter is uncertain.
authors:
- family-names: Yaseen
  given-names: Muhammad
  email: myaseen208@gmail.com
  orcid: https://orcid.org/0000-0002-5923-1714
preferred-citation:
  type: manual
  title: 'mhpfilter: Modified Hodrick-Prescott Filter with Optimal Smoothing Parameter
    Selection'
  authors:
  - family-names: Yaseen
    given-names: Muhammad
    email: myaseen208@gmail.com
    orcid: https://orcid.org/0000-0002-5923-1714
  year: '2025'
  notes: R package version 0.1.0
  url: https://myaseen208.com/mhpfilter/
repository: https://myaseen208.r-universe.dev
repository-code: https://github.com/myaseen208/mhpfilter
commit: 308f6886e1eadc3ec9a8e52f3bb799facac3c209
url: https://myaseen208.com/mhpfilter/
date-released: '2026-02-13'
contact:
- family-names: Yaseen
  given-names: Muhammad
  email: myaseen208@gmail.com
  orcid: https://orcid.org/0000-0002-5923-1714
references:
- type: article
  title: On smoothing macroeconomic time series using the modified HP filter
  authors:
  - family-names: Choudhary
    given-names: M. Ali
  - family-names: Hanif
    given-names: M. Nadim
    email: Nadeem.hanif@sbp.org.pk
  - family-names: Iqbal
    given-names: Javed
    email: Javed.iqbal6@sbp.org.pk
  journal: Applied Economics
  year: '2014'
  volume: '46'
  issue: '19'
  doi: 10.1080/00036846.2014.894631
  start: '2205'
  end: '2214'