hpfilter
The One- And Two-Sided Hodrick-Prescott Filter
Description
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.
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Last 90 days
5.4K
Last year
Trend: -10.2% (30d vs prior 30d)
1
Last 30 days
31
Last 90 days
105
Last year
Trend: -92.9% (30d vs prior 30d)
3
Last 7 days
7
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Alexandru Monahov <alexandru.monahov@proton.me>’
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Authors@R: person(given = "Alexandru",
family = "Monahov",
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email = "alexandru.monahov@proton.me")
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CRAN incoming feasibility
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.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
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 incoming feasibility
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.
Code
Structure
Lines of code
934
Files
22
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
2
Internal functions
0
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5.0
System requirements
–
C++ standard
–
License
CC BY-SA 4.0
License flags
not SPDX, not OSI
History
Versions
3
First release
2023-02-24
Latest release
2023-05-28
Avg cadence
47 days
Cold removal rate
–
Dep drift
0
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.