R Observatory: Metrics for MacroFilters version 0.2.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

MacroFilters

0.2.1

Robust Trend-Cycle Decomposition for Macroeconomic Time Series

0packages depend

798downloads / year

84.1%test coverage

13/13checks pass

Overview

About

Maintained by Michal KinelFirst published 2026-05-282 releasesCRAN page ↗GitHub ↗

Provides high-performance tools for macroeconomic trend extraction and filtering, specifically designed to solve the end-point problem in real-time. Implements the MacroBoost Hybrid (MBH) filter using penalized P-splines and gradient boosting. Unlike the standard Hodrick-Prescott filter, 'MacroFilters' utilizes component-wise L2-boosting with robust loss functions (Huber) to handle extreme transient shocks (e.g., COVID-19) without inducing spurious trend shifts. The algorithm includes an automated two-layer diagnostic stage for unit roots and structural breaks, optimized via corrected AICc for computational efficiency. Methodology detailed in Kinel (2026) doi:10.2139/ssrn.6371138.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("MacroFilters", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("michal0091/MacroFilters")

Development version from michal0091/MacroFilters. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-macrofilters

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-MacroFilters

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-MacroFilters

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 5.2 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.47

84.1%

Coverage · measured lines

100%

Documentation · exports

5

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-28
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 390 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 88%
Documented parameters: 100%
Return-value docs: 80%
References docs: 33%

Downloads

798

CRAN downloads in the past year

Rank #12,503 · ~2/day · ~67/mo

Releases R versions

Daily download trend is not available in this view yet.

13730 days

79890 days

7981 year

Compare downloads with other packages →

Also on16 r2u

Repository

GitHub ↗ michal0091/macrofilters

11Stars

0Forks

0Open issues

0Open PRs

3Releases

100Commits

1Contributors

100 commits · Last activity 2026-06-11 · 0% stars, 30d

Stars over time

2026-03-03 · 42026-07-07 · 11

Repository practices

Upstream repositoryBeta

7 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/michal0091/macrofilters on 2026-08-16.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (2)

renvdata-raw/

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Docs source (1)

README.Rmd

Show all practices

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5

Imports (5)

data.table ggplot2Matrixmboost tseries

LinkingTo (0)

none

Suggests (8)

knitr rmarkdown scales strucchange testthat usethis xts zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Michal Kinel

Author, Maintainer

Authors (1)

Michal Kinel

Author, Maintainer

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

0.2.1Latest
2026-06-12 · current release · diff ↗
0.1.0
2026-05-28
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-05-28
Total releases: 2 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5
Bundled data: 11 KB / 3 files
Download size: 1.1 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("MacroFilters")

Format

Kinel, M. (2026). MacroFilters: Robust Trend-Cycle Decomposition for Macroeconomic Time Series (Version 0.2.1) [Computer software]. https://doi.org/10.32614/CRAN.package.MacroFilters

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for MacroFilters version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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