neverhpfilter 0.2-0

Functions consolidated into just two functions. yth_glm remains unchanged, while yth_filter has been given an output parameter to specify the return of specific series. This feature eliminates the need for yth_filter and yth_trend, which are helpful when apply the function to multiple data sets.

Nine additional data sets have been added to replicate most all of Hamilton’s table 2.

The “Reproducing Hamilton” vignette has been expanded and content has been edited for clarity.

neverhpfilter 0.1-0

First complete version. Has four functions yth_glm, yth_filter, yth_cycle, and yth_trend. Three data sets are included to reproduce part of Hamilton’s work. They are GDPC1, PAYEMS, and Hamilton_table_2. A vignette titled “Reproducing Hamilton” illustrated the work and shows users how to implement functions.