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mFilter

0.1-5

Miscellaneous Time Series Filters

3packages depend
52.2Kdownloads / year
test coverage
8/13checks pass

Overview

About
Maintained by Mehmet BalcilarFirst published 2006-11-135 releasesCRAN page ↗

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

CRAN checks
5WARNING8OK
Failing flavors
  • 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
Slowest check: 1.1 min · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
1
Dependencies · direct
Check history
  • WARNING2026-07-11
    10 OK · 1 NOTE · 2 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 101 wordsVignettesNopkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
86%
Return-value docs
88%
References docs
78%

Downloads

52.2K
CRAN downloads in the past year
Rank #2,460 · ~143/day · ~4.4K/mo
Daily download trend is not available in this view yet.
1.8K30 days
7.7K90 days
52.2K1 year
Compare downloads with other packages →
Also on154 r2u19 autocran76 c2d4u

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)
Depends (2)
R >= 2.2.0stats
Imports (0)
none
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
3direct
2indirect

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (1)
no longer listed · 0.1-1 to 0.1-5
Package Timeline

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

  • 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
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 0.1-5Latest
    2019-06-05 · current release · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 0.1-4
    2018-09-23 · diff ↗
  • unarchivedReturned to CRAN
    2018-09-23
  • archivedRemoved from CRAN
    2018-07-20
    check problems were not corrected despite reminders
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
Show 17 earlier events
  • R
    R 3.1.0 released · 2014-04-10
  • R
    R 3.0.0 released · 2013-04-03
  • R
    R 2.15.0 released · 2012-03-30
  • R
    R 2.14.0 released · 2011-10-31
  • R
    R 2.13.0 released · 2011-04-13
  • R
    R 2.12.0 released · 2010-10-15
  • R
    R 2.11.0 released · 2010-04-22
  • R
    R 2.10.0 released · 2009-10-26
  • R
    R 2.9.0 released · 2009-04-17
  • R
    R 2.8.0 released · 2008-10-20
  • R
    R 2.7.0 released · 2008-04-22
  • 0.1-3
    2007-11-06 · diff ↗
  • R
    R 2.6.0 released · 2007-10-03
  • R
    R 2.5.0 released · 2007-04-24
  • 0.1-2
    2006-11-14 · diff ↗
  • 0.1-1
    2006-11-13
  • R
    R 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
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("mFilter")

Cite the R Observatory

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

APA

Balamuta, J. J. (2026). R Observatory: Metrics for mFilter version 0.1-5 [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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