Vignettes and other documentation
Vignettes from package 'mhpfilter'
mhpfilter::mhpfilter_01_getting_started
Getting started with mhpfilter
HTML
source
R code
mhpfilter::mhpfilter_02_theory
The filters: theory and computation
HTML
source
R code
mhpfilter::mhpfilter_03_modified_hp
The modified HP filter
HTML
source
R code
mhpfilter::mhpfilter_04_fully_modified_hp
Reproducing the fully modified HP filter
HTML
source
R code
mhpfilter::mhpfilter_05_simulation
Simulation study
HTML
source
R code
mhpfilter::mhpfilter_06_app
The application
HTML
source
R code
mhpfilter::mhpfilter_07_validation
Validation and speed
HTML
source
R code
mhpfilter::mhpfilter_01_getting_started-pdf
Getting started with mhpfilter (PDF)
PDF
source
mhpfilter::mhpfilter_02_theory-pdf
The filters: theory and computation (PDF)
PDF
source
mhpfilter::mhpfilter_03_modified_hp-pdf
The modified HP filter (PDF)
PDF
source
mhpfilter::mhpfilter_04_fully_modified_hp-pdf
Reproducing the fully modified HP filter (PDF)
PDF
source
mhpfilter::mhpfilter_05_simulation-pdf
Simulation study (PDF)
PDF
source
mhpfilter::mhpfilter_06_app-pdf
The application (PDF)
PDF
source
mhpfilter::mhpfilter_07_validation-pdf
Validation and speed (PDF)
PDF
source