mFilter
0.1-5Miscellaneous Time Series Filters
Overview
The mFilter package implements several time series filters useful for smoothing and extracting trend and cyclical components of a time series. The routines are commonly used in economics and finance, however they should also be interest to other areas. Currently, Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters are included in the package.
Install
Health
- WARNING r-devel-linux-x86_64-debian-clang
- WARNING r-devel-linux-x86_64-debian-gcc
- WARNING r-devel-linux-x86_64-fedora-clang
- WARNING r-devel-linux-x86_64-fedora-gcc
- WARNING r-devel-windows-x86_64
- WARNING2026-07-1110 OK · 1 NOTE · 2 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 86%
- Return-value docs
- 88%
- References docs
- 78%
Downloads
Dependencies
Code & Tests
People & History
Author records are not tracked yet for this package.
5 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.1-5Latest
- RR 3.6.0 released · 2019-04-26
- 0.1-42018-09-23 · diff ↗
- unarchivedReturned to CRAN2018-09-23
- archivedRemoved from CRAN2018-07-20check problems were not corrected despite reminders
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
Show 17 earlier events
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- 0.1-32007-11-06 · diff ↗
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- 0.1-22006-11-14 · diff ↗
- 0.1-12006-11-13
- RR 2.4.0 released · 2006-10-03
Package metadata
- First published
- 2006-11-13
- Total releases
- 5 / 20 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.2.0
- Bundled data
- 2.0 KB / 1 file
- Download size
- 185 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
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