To cite the jumps package in publications use:
The Hodrick-Prescott filter with jumps (hpj, hpfj, hpfj_fix, hpfjx) implements:
Maranzano P, Pelagatti M (2025). “A Hodrick-Prescott filter with automatically selected breaks.” Economic Modelling, 150, 107132. ISSN 0264-9993. doi:10.1016/j.econmod.2025.107132.
The smoothing splines with discontinuities obtained by time warping (ssj_mle, ssj_kfs, ssj_atw, ssj_fix and their auto_* wrappers) implement:
Pelagatti M, Maranzano P, Gatto Ronchieri GC (2026). “Smoothing splines with some discontinuities.” doi:10.48550/arXiv.2610.33137. arXiv preprint arXiv:2610.33137.
The cubic smoothing splines with discontinuities (ssj_cssd, ssj_cssd_dp, auto_ssj_cssd, predict_cssd_dp) implement:
Storath M, Weinmann A (2024). “Smoothing splines for discontinuous signals.” Journal of Computational and Graphical Statistics, 33(2), 651–664. doi:10.1080/10618600.2023.2262000.
Corresponding BibTeX entries:
@Article{,
title = {A Hodrick-Prescott filter with automatically selected
breaks},
author = {Paolo Maranzano and Matteo Pelagatti},
journal = {Economic Modelling},
year = {2025},
volume = {150},
pages = {107132},
issn = {0264-9993},
doi = {10.1016/j.econmod.2025.107132},
}
@Misc{,
title = {Smoothing splines with some discontinuities},
author = {Matteo Pelagatti and Paolo Maranzano and Giulio Cesare
{Gatto Ronchieri}},
year = {2026},
note = {arXiv preprint arXiv:2610.33137},
doi = {10.48550/arXiv.2610.33137},
}
@Article{,
title = {Smoothing splines for discontinuous signals},
author = {Martin Storath and Andreas Weinmann},
journal = {Journal of Computational and Graphical Statistics},
year = {2024},
volume = {33},
number = {2},
pages = {651--664},
doi = {10.1080/10618600.2023.2262000},
}