Package: jumps
Type: Package
Title: Hodrick-Prescott Filter and Spline Smoothing with Jumps
Version: 2.0.0
Date: 2026-10-27
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")),
    person("Giulio Cesare", "Gatto Ronchieri", role = "ctb")
  )
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 Pelagatti, Maranzano and Gatto
    Ronchieri (2026) <doi:10.48550/arXiv.2610.33137> for details on the
    smoothing splines with discontinuities, and 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, utils
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
NeedsCompilation: yes
Packaged: 2026-10-28 11:55:00 UTC; Matteo
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>),
  Giulio Cesare Gatto Ronchieri [ctb]
Repository: CRAN
Date/Publication: 2026-10-30 09:50:28 UTC
