Type: Package Package: rjd3filters Title: Trend-Cycle Extraction with Linear Filters based on JDemetra+ v3.x Version: 2.3.0 Authors@R: c( person("Jean", "Palate", , "palatejean@gmail.com", role = "aut"), person("Alain", "Quartier-la-Tente", , "alain.quartier@yahoo.fr", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-7890-3857")), person("Tanguy", "Barthelemy", , "tanguy.barthelemy@insee.fr", role = "ctb"), person("Anna", "Smyk", , "anna.smyk@insee.fr", role = "ctb") ) Description: This package provides functions to build and apply symmetric and asymmetric moving averages (= linear filters) for trend-cycle extraction. In particular, it implements several modern approaches for real-time estimates from the viewpoint of revisions and time delay in detecting turning points. It includes the local polynomial approach of Proietti and Luati (2008), the Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and Ladiray (2018). It is based on Java libraries developped in 'JDemetra+' (), time series analysis software. License: file LICENSE URL: https://github.com/rjdverse/rjd3filters, https://rjdverse.github.io/rjd3filters/ Depends: R (>= 4.1.0) Imports: graphics, MASS, methods, rJava (>= 1.0-6), rjd3toolkit (>= 3.5.0), stats Suggests: knitr, rmarkdown VignetteBuilder: knitr Remotes: github::rjdverse/rjd3toolkit@*release Encoding: UTF-8 LazyData: TRUE Roxygen: list(markdown = TRUE) RoxygenNote: 7.3.2 SystemRequirements: Java (>= 17) Config/pak/sysreqs: make default-jdk libprotobuf-dev protobuf-compiler libprotoc-dev Repository: https://rjdverse.r-universe.dev Date/Publication: 2025-04-24 15:26:08 UTC RemoteUrl: https://github.com/rjdverse/rjd3filters RemoteRef: v2.3.0 RemoteSha: 00673a228f97424712fc3cd1852f2fa7fecfcb20 NeedsCompilation: no Packaged: 2026-06-09 06:39:38 UTC; root Author: Jean Palate [aut], Alain Quartier-la-Tente [aut, cre] (ORCID: ), Tanguy Barthelemy [ctb], Anna Smyk [ctb] Maintainer: Alain Quartier-la-Tente