Hodrick-Prescott Filter with Jumps R package jumps version 1.0 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) A set of functions to compute the Hodrick-Prescott (HP) filter with automatically selected jumps. The original HP filter extracts a smooth trend from a time series, and our version allows for a small number of automatically identified jumps. See Maranzano and Pelagatti (2024) <doi:10.2139/ssrn.4896170> for details. Software Depends: R (>= 3.5.0) Imports: Rcpp (>= 1.0.10), stats, nloptr LinkingTo: Rcpp Suggests: knitr, rmarkdown, testthat (>= 3.0.0), ggplot2, xts Matteo Pelagatti <matteo.pelagatti@unimib.it> Comprehensive R Archive Network (CRAN) 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>) GPL-3 2025-03-24 application/tgz https://CRAN.R-project.org/package=jumps doi:10.32614/CRAN.package.jumps