This is an R package for
Peter Phillips and Zhentao Shi, "Boosting: Why You Can Use the HP Filter," International Economic Review, 62(2), 521-570
MATLAB users please click here.
R package, named bHP, can be installed by running in R
install.packages("devtools")
devtools::install_github("zhentaoshi/bHP_R_pkg")
library("bHP")
The package is at the initial release v1.0. Email the authors or leave a message in issue if you have any questions or comments.
See the vignette as well as the help file of BoostedHP.
Dynamic demonstration, by Chen Yang
we provide a gitpod platform for online demonstation. The "Contribute with gitpod" in readme.md is a convenient portal to our online IDE. This environment has been properly configured by YAML file so that you can directly run this package without any extra steps. The file demonstration.R is a demo for you to visualize what this package can do.