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mFilter

Miscellaneous Time Series Filters

v0.1-5 · Jun 4, 2019 · GPL (>= 2)

Description

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.

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2 NOTE
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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-macos-arm64 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
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NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Mehmet Balcilar <mehmet@mbalcilar.net>’

No Authors@R field in DESCRIPTION.
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  Authors@R: person(given = "Mehmet",
                    family = "Balcilar",
                    role = c("aut", "cre"),
                    email = "mehmet@mbalcilar.net")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Mehmet Balcilar <mehmet@mbalcilar.net>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Mehmet",
                    family = "Balcilar",
                    role = c("aut", "cre"),
                    email = "mehmet@mbalcilar.net")
as necessary.
OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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OK r-oldrel-macos-arm64

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OK r-oldrel-macos-x86_64

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OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Mehmet Balcilar <mehmet@mbalcilar.net>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Mehmet",
                    family = "Balcilar",
                    role = c("aut", "cre"),
                    email = "mehmet@mbalcilar.net")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Mehmet Balcilar <mehmet@mbalcilar.net>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Mehmet",
                    family = "Balcilar",
                    role = c("aut", "cre"),
                    email = "mehmet@mbalcilar.net")
as necessary.

Reverse Dependencies (4)

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Dependency Network

Dependencies Reverse dependencies trendseries tspredit BETS transx mFilter

Version History

new 0.1-5 Mar 9, 2026