<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Robust Trend-Cycle Decomposition for Macroeconomic Time Series</dc:title>
  <dc:title>R package MacroFilters version 0.1.0</dc:title>
  <dc:description>Provides high-performance tools for macroeconomic trend
    extraction and filtering, specifically designed to solve the end-point
    problem in real-time. Implements the MacroBoost Hybrid (MBH) filter
    using penalized P-splines and gradient boosting. Unlike the standard
    Hodrick-Prescott filter, 'MacroFilters' utilizes component-wise
    L2-boosting with robust loss functions (Huber) to handle extreme
    transient shocks (e.g., COVID-19) without inducing spurious trend
    shifts. The algorithm includes an automated two-layer diagnostic stage
    for unit roots and structural breaks, optimized via corrected AICc for
    computational efficiency. Methodology detailed in Kinel (2026)
    &lt;doi:10.2139/ssrn.6371138&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0)</dc:relation>
  <dc:relation>Imports: Matrix, mboost, tseries</dc:relation>
  <dc:relation>Suggests: data.table, ggplot2, knitr, rmarkdown, scales, strucchange,
testthat (&gt;= 3.0.0), usethis, xts, zoo</dc:relation>
  <dc:creator>Michal Kinel &lt;michal.kinel@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Michal Kinel [aut, cre] (ORCID:
    &lt;https://orcid.org/0009-0007-3295-7199&gt;)</dc:contributor>
  <dc:rights>MIT + file LICENSE (https://CRAN.R-project.org/package=MacroFilters/LICENSE)</dc:rights>
  <dc:date>2026-05-27</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=MacroFilters</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.MacroFilters</dc:identifier>
  <dc:language>en-US</dc:language>
</oai_dc:dc>
