hpfilter

1.0.2

The One- And Two-Sided Hodrick-Prescott Filter

1packages depend

5.4Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Alexandru MonahovFirst published 2023-02-243 releasesCRAN page ↗

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.

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.

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).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 2.1 min · r-devel-linux-x86_64-fedora-gcc

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Yes

Vignettes

Yes

README

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

5.4K

CRAN downloads in the past year

Rank #8,541 · ~15/day · ~451/mo

Releases R versions

Daily download trend is not available in this view yet.

40330 days

1.4K90 days

5.4K1 year

Compare downloads with other packages →

Also on105 r2u11 autocran17 c2d4u

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

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

trendseries

Code & Tests

Code Composition

R 383 (41%)Rd 337 (36%)Vignettes 214 (23%)

Code characteristics

Cyclomatic complexity: 4.5 median / 7 max
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

2 2 exported

Complexity

4.5 avg / 7 max

Call network

2 nodes / 0 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (0)

Author records are not tracked yet for this package.

Release timeline

3 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
1.0.2Latest
2023-05-28 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
1.0.1
2023-02-26 · diff ↗
1.0.0
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
Installed size: not tracked yet
With dependencies: not tracked yet