This repo will not be updated anymore.
The latest version is maintained at https://github.com/zhentaoshi/bHP_R_pkg.
chenyang45/BoostedHP
packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
RMIT
packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
RMIT
This repo will not be updated anymore.
The latest version is maintained at https://github.com/zhentaoshi/bHP_R_pkg.