rjd3filters: Trend-Cycle Extraction with Linear Filters with 'JDemetra+ 3.x'
Build and apply symmetric and asymmetric moving
averages (= linear filters) for trend-cycle extraction.
In particular, it implements several modern approaches for real-time estimates
from the viewpoint of revisions and time delay in detecting turning points.
It includes the local polynomial approach of Proietti and Luati (2008), the
Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and
the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and
Ladiray (2018).
It is based on 'Java' libraries developed in 'JDemetra+'
(<https://github.com/jdemetra>), time series analysis software.
| Version: |
2.4.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
rJava (≥ 1.0-6), methods, MASS, graphics, stats, utils, rjd3jars (≥ 0.0.5), rjd3toolkit (≥ 3.7.1) |
| Suggests: |
knitr, rmarkdown, spelling |
| Published: |
2026-10-10 |
| DOI: |
10.32614/CRAN.package.rjd3filters (may not be active yet) |
| Author: |
Alain Quartier-la-Tente
 [aut, cre,
cph],
Jean Palate [aut],
Tanguy Barthelemy [ctb],
Anna Smyk [ctb] |
| Maintainer: |
Alain Quartier-la-Tente <alain.quartier at yahoo.fr> |
| BugReports: |
https://github.com/rjdverse/rjd3filters/issues |
| License: |
EUPL version 1.1 | EUPL version 1.2 [expanded from: EUPL] |
| URL: |
https://github.com/rjdverse/rjd3filters,
https://rjdverse.github.io/rjd3filters/ |
| NeedsCompilation: |
no |
| SystemRequirements: |
Java (>= 21) |
| Language: |
en-GB |
| Materials: |
README, NEWS |
| CRAN checks: |
rjd3filters results |
Documentation:
Downloads:
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