R Observatory: Metrics for hpfilter version 1.0.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

hpfilter

1.0.2Package record

The One- And Two-Sided Hodrick-Prescott Filter

1packages depend

5.2Kdownloads / year

–test coverage

11/13flavors OK

Overview

About

Maintained by Alexandru MonahovCRAN page ↗Website ↗

Provides two functions that implement the one-sided and two-sided versions of the Hodrick-Prescott filter. The one-sided version is a Kalman filter-based implementation, whereas the two- sided version uses sparse matrices for improved efficiency. References: Hodrick, R. J., and Prescott, E. C. (1997) doi:10.2307/2953682 Mcelroy, T. (2008) doi:10.1111/j.1368-423X.2008.00230.x Meyer-Gohde, A. (2010) https://ideas.repec.org/c/dge/qmrbcd/181.html For more references, see the vignette.

Changes in 1.0.2

Code adapted to new version of Matrix 1.5-5, which introduced changes that

could lead to an error in hpfilter 1.0.1.

Replaced some special characters which were not displaying correctly in the

help file.

From NEWS.md in the release

Install

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

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

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

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-hpfilter

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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-hpfilter

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-hpfilter

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

2NOTE11OK

Check messages

NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Maintainer: ‘Alexandru Monahov <alexandru.monahov@proton.me>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Alexandru",
                    family = "Monahov",
                    role = c("aut", "cre"),
                    email = "alexandru.monahov@proton.me")
as necessary.

CRAN check page ↗

Slowest check: 1.9 min · r-release-macos-x86_64

Status changes

NOTE11 OK, 2 NOTENow
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.2

READMEYes · 662 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 1.0.2Citation fileNoWebsiteYes

Help pages: 4 (1 internal)includes a package overview page
Examples that run: 100%4 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 100%

Vignettes (1)

hpfilter: An R Implementation of the One- and Two-Sided Hodrick-Prescott Filter HTML

How these are measured

Downloads

5.2K

CRAN downloads in the past year

Rank #5,988 · ~14/day · ~436/mo

Releases R versions

Daily download trend is not available in this view yet.

49530 days

1.4K90 days

5.2K1 year

Compare downloads with other packages →

Also on107 r2u6 autocran31 c2d4u

How downloads are counted

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Installing hpfilter adds no packages beyond those that come with R.

Depends (1)

R >= 3.5.0

Imports (1)

Matrix

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

Imports 1

Depends, Imports or LinkingTo, most downloaded first

trendseries

How these are counted

Code & Tests

Datasets

People & History

People (from the free-text Author field) (1)

Alexandru Monahov

Maintainer since 1.0.0 (2023)

Releases (3)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.0.2Latest
record
2023-05-28 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
1.0.1
record
2023-02-26 · diff ↗
1.0.0
record
2023-02-24
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2023-02-24
Total releases: 3 / 3 yrs
License: CC BY-SA 4.0
Minimum R: ≥ 3.5.0
Bundled data: 1.1 KB / 1 file
Download size: 116 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("hpfilter")

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 hpfilter version 1.0.2 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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