To cite the jumps package in publications use:
Maranzano P, Pelagatti M (2025). “A Hodrick-Prescott filter with automatically selected breaks.” Economic Modelling, 150, 107132. ISSN 0264-9993. doi:10.1016/j.econmod.2025.107132.
The cubic smoothing splines with discontinuities (ssj_cssd_potts, auto_ssj_cssd) implement:
Storath M, Weinmann A (2024). “Smoothing splines for discontinuous signals.” Journal of Computational and Graphical Statistics, 33(2), 651–664. doi:10.1080/10618600.2023.2262000.
Corresponding BibTeX entries:
@Article{,
title = {A Hodrick-Prescott filter with automatically selected
breaks},
author = {Paolo Maranzano and Matteo Pelagatti},
journal = {Economic Modelling},
year = {2025},
volume = {150},
pages = {107132},
issn = {0264-9993},
doi = {10.1016/j.econmod.2025.107132},
}
@Article{,
title = {Smoothing splines for discontinuous signals},
author = {Martin Storath and Andreas Weinmann},
journal = {Journal of Computational and Graphical Statistics},
year = {2024},
volume = {33},
number = {2},
pages = {651--664},
doi = {10.1080/10618600.2023.2262000},
}