Package: jumps
Type: Package
Title: Hodrick-Prescott Filter and Spline Smoothing with Jumps
Version: 2.0.0
Date: 2026-08-14
Authors@R: c(
    person("Matteo", "Pelagatti", , "matteo.pelagatti@unimib.it", role = c("aut","cre","cph"),
           comment = c(ORCID = "0000-0002-1860-7535")),
    person("Paolo", "Maranzano", , "pmaranzano.ricercastatistica@gmail.com", role = c("aut","cph"),
           comment = c(ORCID = "0000-0002-9228-2759"))
  )
Maintainer: Matteo Pelagatti <matteo.pelagatti@unimib.it>
Description: A set of functions to compute the Hodrick-Prescott (HP)
        filter and spline smoothing with automatically selected jumps.
        The original HP filter and spline smoothing extract a smooth
        signal, and our version allows for a small number of
        automatically identified jumps. Smoothing splines with
        discontinuities are obtained either by time warping, or by the
        dynamic-programming algorithm of Storath and Weinmann (2024)
        <doi:10.1080/10618600.2023.2262000>. See Maranzano and
        Pelagatti (2025) <doi:10.1016/j.econmod.2025.107132> for
        details on the HP filter with jumps.
License: GPL-3
Depends: R (>= 3.5.0)
Imports: Rcpp (>= 1.0.10), stats, graphics, grDevices, nloptr
LinkingTo: Rcpp, RcppEigen
RoxygenNote: 7.3.3
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), ggplot2, xts
Config/testthat/edition: 3
VignetteBuilder: knitr
Encoding: UTF-8
LazyData: true
URL: https://github.com/matteopelagatti/jumps
BugReports: https://github.com/matteopelagatti/jumps/issues
Config/pak/sysreqs: cmake
Repository: https://matteopelagatti.r-universe.dev
Date/Publication: 2026-08-21 10:04:45 UTC
RemoteUrl: https://github.com/matteopelagatti/jumps
RemoteRef: HEAD
RemoteSha: 196a32dda97725c1e85c8021588fb06bbd3fd1f2
NeedsCompilation: yes
Packaged: 2026-09-20 09:22:02 UTC; root
Author: Matteo Pelagatti [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0002-1860-7535>),
  Paolo Maranzano [aut, cph] (ORCID:
    <https://orcid.org/0000-0002-9228-2759>)