https://michal0091.r-universe.devRecent package updates in michal0091R-universehttps://github.com/michal0091.pnghttps://michal0091.r-universe.devThu, 11 Jun 2026 20:29:31 GMTmichal.kinel@gmail.com (Michal Kinel)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) <doi:10.2139/ssrn.6371138>.https://github.com/r-universe/michal0091/actions/runs/29147259725Thu, 11 Jun 2026 20:29:31 GMTMacroFilters0.2.1successhttps://michal0091.r-universe.devhttps://github.com/michal0091/macrofilterstuning_mbh.Rmdtuning_mbh.htmlHyperparameter Tuning for the MacroBoost Hybrid Filter2026-03-17 22:42:062026-06-11 19:28:35introduction.Rmdintroduction.htmlIntroduction to MacroFilters2026-02-24 18:44:302026-06-11 19:28:35real_time_revisions.Rmdreal_time_revisions.htmlSolving the End-Point Problem in Real-Time2026-03-17 22:42:062026-06-11 19:28:35uncertainty_bands.Rmduncertainty_bands.htmlUncertainty Bands via Block Bootstrap2026-05-31 19:07:562026-05-31 19:07:56