https://www.r-project.org/nosvn/R.check/r-release-linux-x86_64/mhpfilter-00check.html
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https://cran.wustl.edu/web/packages/mhpfilter/index.html
CRAN: Package mhpfilter
High-performance implementation of the Modified Hodrick-Prescott (HP) Filter for decomposing macroeconomic time series into trend and cyclical components....
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https://cran.r-project.org/web/packages/mhpfilter/vignettes/introduction.html
Introduction to mhpfilter
introduction to