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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "MacroFilters" in publications use:'
type: software
license: MIT
title: 'MacroFilters: Robust Trend-Cycle Decomposition for Macroeconomic Time Series'
version: 0.2.0
doi: 10.32614/CRAN.package.MacroFilters
identifiers:
- type: doi
  value: 10.32614/CRAN.package.MacroFilters
abstract: 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)
  <https://doi.org/10.2139/ssrn.6371138>.
authors:
- family-names: Kinel
  given-names: Michal
  email: michal.kinel@gmail.com
  orcid: https://orcid.org/0009-0007-3295-7199
preferred-citation:
  type: manual
  title: 'MacroFilters: Robust Trend-Cycle Decomposition for Macroeconomic Time Series'
  authors:
  - family-names: Kinel
    given-names: Michal
    email: michal.kinel@gmail.com
    orcid: https://orcid.org/0009-0007-3295-7199
  year: '2026'
  notes: R package version 0.1.0
  url: https://CRAN.R-project.org/package=MacroFilters
  doi: 10.32614/CRAN.package.MacroFilters
repository: https://michal0091.r-universe.dev
repository-code: https://github.com/michal0091/MacroFilters
commit: 70fddb53ea1705a22545e4270d305d63a2cb7db7
url: https://michal0091.github.io/MacroFilters/
date-released: '2026-05-31'
contact:
- family-names: Kinel
  given-names: Michal
  email: michal.kinel@gmail.com
  orcid: https://orcid.org/0009-0007-3295-7199
references:
- type: unpublished
  title: 'Robust Real-Time Macroeconomic Trend Extraction: A Gradient Boosting Approach'
  authors:
  - family-names: Kinel
    given-names: Michal
  year: '2026'
  notes: Working Paper, SSRN
  url: https://ssrn.com/abstract=6371138