{ "_id": "6a153e3aacfb0bcc41d54f1a", "Package": "rjd3filters", "Type": "Package", "Title": "Trend-Cycle Extraction with Linear Filters based on JDemetra+\nv3.x", "Version": "2.4.0.9000", "Authors@R": "c(\nperson(\"Jean\", \"Palate\", role = c(\"aut\"),\nemail = \"palatejean@gmail.com\"),\nperson(\"Alain\", \"Quartier-la-Tente\", role = c(\"aut\",\"cre\"),\nemail = \"alain.quartier@yahoo.fr\",\ncomment = c(ORCID = \"0000-0001-7890-3857\")),\nperson(\"Tanguy\", \"Barthelemy\", role = c(\"ctb\"),\nemail =\"tanguy.barthelemy@insee.fr\"),\nperson(\"Anna\", \"Smyk\", role = c(\"ctb\"),\nemail =\"anna.smyk@insee.fr\")\n)", "Description": "This package provides functions to build and apply\nsymmetric and asymmetric moving averages (= linear filters) for\ntrend-cycle extraction. In particular, it implements several\nmodern approaches for real-time estimates from the viewpoint of\nrevisions and time delay in detecting turning points. It\nincludes the local polynomial approach of Proietti and Luati\n(2008), the Reproducing Kernel Hilbert Space (RKHS) of Dagum\nand Bianconcini (2008) and the Fidelity-Smoothness-Timeliness\napproach of Grun-Rehomme, Guggemos, and Ladiray (2018). It is\nbased on Java libraries developped in 'JDemetra+'\n(), time series analysis software.", "Remotes": [ "github::rjdverse/rjd3toolkit" ], "SystemRequirements": "Java (>= 17)", "License": "file LICENSE", "LazyData": "TRUE", "URL": "https://github.com/rjdverse/rjd3filters,\nhttps://rjdverse.github.io/rjd3filters/", "VignetteBuilder": "knitr", "RoxygenNote": "7.3.3", "Roxygen": "list(markdown = TRUE)", "Encoding": "UTF-8", "Config/pak/sysreqs": "make default-jdk libprotobuf-dev protobuf-compiler\nlibprotoc-dev", "Repository": "https://aqlt.r-universe.dev", "Date/Publication": "2026-03-27 22:17:15 UTC", "RemoteUrl": "https://github.com/rjdverse/rjd3filters", "RemoteRef": "HEAD", "RemoteSha": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-26 06:28:37 UTC", "User": "root" }, "Author": "Jean Palate [aut],\nAlain Quartier-la-Tente [aut, cre] (ORCID:\n),\nTanguy Barthelemy [ctb],\nAnna Smyk [ctb]", "Maintainer": "Alain Quartier-la-Tente ", "MD5sum": "86731804cefcfb83a1adef2f15f7400f", "_user": "aqlt", "_type": "src", "_file": "rjd3filters_2.4.0.9000.tar.gz", "_fileid": "433d0ab6e69adb0a4e7263995a051c8b1a1f4b036dbf2765c27b95c7d0f6efef", "_filesize": 1057431, "_sha256": "433d0ab6e69adb0a4e7263995a051c8b1a1f4b036dbf2765c27b95c7d0f6efef", "_created": "2026-05-26T06:28:37.000Z", "_published": "2026-05-26T06:31:22.922Z", "_distro": "noble", "_jobs": [ { "job": 77819537588, "time": 128, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "WARNING", "artifact": "7210331730" }, { "job": 77819537573, "time": 126, "config": "linux-release-x86_64", "r": "4.6.0", "check": "WARNING", "artifact": "7210331072" }, { "job": 77819537595, "time": 103, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "WARNING", "artifact": "7210325071" }, { "job": 77819537607, "time": 91, "config": "macos-release-arm64", "r": "4.6.0", "check": "WARNING", "artifact": "7210322072" }, { "job": 77819161015, "time": 190, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7210298868" }, { "job": 77819537634, "time": 111, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7210327281" }, { "job": 77819537572, "time": 97, "config": "windows-devel", "r": "4.7.0", "check": "WARNING", "artifact": "7210323901" }, { "job": 77819537575, "time": 85, "config": "windows-oldrel", "r": "4.5.3", "check": "WARNING", "artifact": "7210320709" }, { "job": 77819537580, "time": 88, "config": "windows-release", "r": "4.6.0", "check": "WARNING", "artifact": "7210321238" } ], "_buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/rjdverse/rjd3filters", "_commit": { "id": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "author": "Jean Palate <8858782+palatej@users.noreply.github.com>", "committer": "GitHub ", "message": "Update Java version from 17 to 21 in workflow", "time": 1774649835 }, "_maintainer": { "name": "Alain Quartier-la-Tente", "email": "alain.quartier@yahoo.fr", "login": "aqlt", "orcid": "0000-0001-7890-3857", "description": "Statistician, #RStat user, mainly working on seasonal adjustment & time-series analysis", "uuid": 24825189 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "rJava", "version": ">= 1.0-6", "role": "Imports" }, { "package": "methods", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "rjd3toolkit", "version": ">= 3.7.1", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" } ], "_owner": "rjdverse", "_selfowned": true, "_usedby": 3, "_updates": [ { "week": "2025-35", "n": 1 }, { "week": "2025-43", "n": 2 }, { "week": "2025-51", "n": 1 }, { "week": "2026-11", "n": 1 }, { "week": "2026-13", "n": 2 } ], "_tags": [], "_topics": [ "filtering", "java", "jdemetra", "time-series", "timeseries", "trend-cycle", "openjdk" ], "_stars": 3, "_contributors": [ { "user": "aqlt", "count": 104, "uuid": 24825189 }, { "user": "tanguybarthelemy", "count": 80, "uuid": 112711017 }, { "user": "palatej", "count": 32, "uuid": 8858782 }, { "user": "annasmyk", "count": 6, "uuid": 43274870 }, { "user": "clemasso", "count": 2, "uuid": 95612140 }, { "user": "charphi", "count": 2, "uuid": 8778378 } ], "_userbio": { "uuid": 24825189, "type": "user", "name": "Alain Quartier-la-Tente", "description": "Statistician, #RStat user, mainly working on seasonal adjustment & time-series analysis" }, "_downloads": { "count": 0, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/rjd3filters" }, "_devurl": "https://github.com/rjdverse/rjd3filters", "_pkgdown": "https://rjdverse.github.io/rjd3filters/", "_searchresults": 97, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/rjd3filters.html", "manual.pdf" ], "_cranurl": false, "_exports": [ ".jd2r_finitefilters", "confint_filter", "cp", "cross_validation", "cv", "cve", "dfa_filter", "diagnostic_matrix", "filter", "finite_filters", "fst", "fst_filter", "get_kernel", "get_moving_average", "get_properties_function", "implicit_forecast", "implicit_forecasts", "impute_last_obs", "is_symmetric", "is.finite_filters", "is.moving_average", "localpolynomials", "loocve", "lower_bound", "lp_filter", "mirror", "mmsre_filter", "moving_average", "mse", "plot_coef", "plot_gain", "plot_phase", "polynomial_matrix", "rkhs_filter", "rkhs_kernel", "rkhs_optimal_bw", "rkhs_optimization_fun", "rt", "show", "simple_ma", "to_seasonal", "underlying_forecasts", "upper_bound", "var_estimator" ], "_datasets": [ { "name": "retailsa", "title": "Seasonally Adjusted Retail Sales", "object": "retailsa", "class": [ "list" ], "fields": [], "table": true, "tojson": true } ], "_help": [ { "page": "confint_filter", "title": "Confidence intervals", "topics": [ "confint_filter" ] }, { "page": "deprecated-rjd3filters", "title": "Deprecated function", "topics": [ "cross_validation", "deprecated-rjd3filters", "implicit_forecast" ] }, { "page": "df_var", "title": "Compute the degrees of freedom for the variance estimator", "topics": [ "df_var" ] }, { "page": "dfa_filter", "title": "Direct Filter Approach", "topics": [ "dfa_filter" ] }, { "page": "diagnostic_matrix", "title": "Compute quality criteria for asymmetric filters", "topics": [ "diagnostic_matrix" ] }, { "page": "diagnostics-fit", "title": "Diagnostics and goodness of fit of filtered series", "topics": [ "cp", "cv", "cve", "diagnostics-fit", "loocve", "rt" ] }, { "page": "filter", "title": "Linear Filtering on a Time Series", "topics": [ "filter" ] }, { "page": "filters_operations", "title": "Operations on Filters", "topics": [ "*,ANY,finite_filters-method", "*,ANY,moving_average-method", "*,finite_filters,ANY-method", "*,finite_filters,finite_filters-method", "*,finite_filters,moving_average-method", "*,finite_filters,numeric-method", "*,moving_average,ANY-method", "*,moving_average,finite_filters-method", "*,moving_average,moving_average-method", "*,moving_average,numeric-method", "*,numeric,moving_average-method", "+,finite_filters,finite_filters-method", "+,finite_filters,missing-method", "+,finite_filters,moving_average-method", "+,moving_average,finite_filters-method", "+,moving_average,missing-method", "+,moving_average,moving_average-method", "+,moving_average,numeric-method", "+,numeric,finite_filters-method", "+,numeric,moving_average-method", "-,finite_filters,finite_filters-method", "-,finite_filters,missing-method", "-,finite_filters,moving_average-method", "-,finite_filters,numeric-method", "-,moving_average,finite_filters-method", "-,moving_average,missing-method", "-,moving_average,moving_average-method", "-,moving_average,numeric-method", "-,numeric,finite_filters-method", "-,numeric,moving_average-method", "/,finite_filters,numeric-method", "/,moving_average,numeric-method", "cbind.moving_average", "filters_operations", "rbind.moving_average", "sum.moving_average", "[,finite_filters,ANY-method", "[,finite_filters,missing-method", "[,moving_average,logical-method", "[,moving_average,numeric-method", "[<-,moving_average,ANY,missing,numeric-method", "^,finite_filters,numeric-method", "^,moving_average,numeric-method" ] }, { "page": "finite_filters", "title": "Manipulating Finite Filters", "topics": [ "finite_filters", "is.finite_filters", "show,finite_filters-method" ] }, { "page": "fst", "title": "FST criteria", "topics": [ "fst" ] }, { "page": "fst_filter", "title": "Estimation of a filter using the Fidelity-Smoothness-Timeliness criteria", "topics": [ "fst_filter" ] }, { "page": "get_kernel", "title": "Get the coefficients of a kernel", "topics": [ "get_kernel" ] }, { "page": "get_moving_average", "title": "Get Moving Averages from ARIMA model", "topics": [ "get_moving_average" ] }, { "page": "get_properties_function", "title": "Get properties of filters", "topics": [ "get_properties_function" ] }, { "page": "implicit_forecasts", "title": "Retrieve implicit forecasts corresponding to the asymmetric filters", "topics": [ "implicit_forecasts" ] }, { "page": "impute_last_obs", "title": "Impute Incomplete Finite Filters", "topics": [ "impute_last_obs" ] }, { "page": "localpolynomials", "title": "Apply Local Polynomials Filters", "topics": [ "localpolynomials" ] }, { "page": "lp_filter", "title": "Local Polynomials Filters", "topics": [ "lp_filter" ] }, { "page": "mmsre_filter", "title": "Mean Square Revision Error (mmsre) filter", "topics": [ "mmsre_filter" ] }, { "page": "moving_average", "title": "Manipulation of moving averages", "topics": [ "is.moving_average", "is_symmetric", "length.moving_average", "lower_bound", "mirror", "moving_average", "rev.moving_average", "show,moving_average-method", "to_seasonal", "upper_bound" ] }, { "page": "mse", "title": "Accuracy/smoothness/timeliness criteria through spectral decomposition", "topics": [ "mse" ] }, { "page": "plot_filters", "title": "Plots filters properties", "topics": [ "plot_coef", "plot_coef.default", "plot_coef.finite_filters", "plot_coef.moving_average", "plot_filters", "plot_gain", "plot_gain.finite_filters", "plot_gain.moving_average", "plot_phase", "plot_phase.finite_filters", "plot_phase.moving_average" ] }, { "page": "polynomial_matrix", "title": "Create polynomial matrix", "topics": [ "polynomial_matrix" ] }, { "page": "retailsa", "title": "Seasonally Adjusted Retail Sales", "topics": [ "retailsa" ] }, { "page": "rkhs_filter", "title": "Reproducing Kernel Hilbert Space (RKHS) Filters", "topics": [ "rkhs_filter" ] }, { "page": "rkhs_kernel", "title": "Get RKHS kernel function", "topics": [ "rkhs_kernel" ] }, { "page": "rkhs_optimal_bw", "title": "Optimal Bandwith of Reproducing Kernel Hilbert Space (RKHS) Filters", "topics": [ "rkhs_optimal_bw" ] }, { "page": "rkhs_optimization_fun", "title": "Optimization Function of Reproducing Kernel Hilbert Space (RKHS) Filters", "topics": [ "rkhs_optimization_fun" ] }, { "page": "simple_ma", "title": "Simple Moving Average", "topics": [ "simple_ma" ] }, { "page": "underlying_forecasts", "title": "Retrieve underlying forecasts corresponding to the asymmetric filters", "topics": [ "underlying_forecasts" ] }, { "page": "var_estimator", "title": "Variance Estimator", "topics": [ "var_estimator" ] } ], "_pkglogo": "https://github.com/rjdverse/rjd3filters/raw/HEAD/man/figures/logo.svg", "_readme": "https://github.com/rjdverse/rjd3filters/raw/HEAD/README.md", "_rundeps": [ "backports", "checkmate", "MASS", "Rcpp", "rJava", "rjd3jars", "rjd3toolkit", "RProtoBuf" ], "_sysdeps": [ { "shlib": "libjvm", "package": "openjdk-21-jre-headless", "headers": "openjdk-21-jre-headless", "source": "openjdk", "version": "21.0.10+7-1~24.04", "name": "openjdk", "homepage": "https://openjdk.java.net/", "description": "OpenJDK Java runtime, using Hotspot JIT (headless)" } ], "_score": 5.515045511433288, "_indexed": false, "_nocasepkg": "rjd3filters", "_universes": [ "aqlt" ], "_indexurl": "https://rjdverse.r-universe.dev/rjd3filters", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "2.4.0.9000", "date": "2026-05-26T06:30:44.000Z", "distro": "noble", "commit": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "fileid": "377a1108ed6f4b373a400e6da5bda750776224fb921e62b036e06cbadd753d20", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506" }, { "r": "4.6.0", "os": "linux", "version": "2.4.0.9000", "date": "2026-05-26T06:30:43.000Z", "distro": "noble", "commit": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "fileid": "b096007e954962def1813dc232a00b8b22dd17b625ebcbccd43ccbe7319db46e", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506" }, { "r": "4.5.3", "os": "mac", "version": "2.4.0.9000", "date": "2026-05-26T06:30:23.000Z", "commit": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "fileid": "f3bf611134accab8016257de2ea942a632d3d0fb7afcd4ce5f1f51a22612cca1", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506" }, { "r": "4.6.0", "os": "mac", "version": "2.4.0.9000", "date": "2026-05-26T06:30:14.000Z", "commit": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "fileid": "370306738ac6d00e18aefd472f3eeb197cfc39e8e9814ed4614524f7cb5dd4d2", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506" }, { "r": "4.6.0", "os": "wasm", "version": "2.4.0.9000", "date": "2026-05-26T06:30:52.000Z", "commit": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "fileid": "73a314973850d9483c52bb4d9c48e81ad51959efb0c1b929da397f979eff4712", "status": "success", "buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506" }, { "r": "4.7.0", "os": "win", "version": "2.4.0.9000", "date": "2026-05-26T06:30:07.000Z", "commit": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "fileid": "b0023ba561842d5ad5bbd16e2305bb3cb0e75ae3e1725e18cb573fbb1f99618e", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506" }, { "r": "4.5.3", "os": "win", "version": "2.4.0.9000", "date": "2026-05-26T06:29:52.000Z", "commit": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "fileid": "6bcce19fbb413e7eabeb562a9824cfd1d17717bf403a2bf60b75cf424ce2aa48", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506" }, { "r": "4.6.0", "os": "win", "version": "2.4.0.9000", "date": "2026-05-26T06:29:55.000Z", "commit": "79e9de46cd27c81d1eb04238a46dbc1f3a5c787c", "fileid": "1ac776557c18cfc7f2cc09e2eb5cd5a9c3041fe2ef58251063725f542a8a839b", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/aqlt/actions/runs/26436078506" } ] }