/*
      [web:reg] Hodrick Prescott Filter - DLL
    
      © 2006, Kurt Annen
      email:  annen@web-reg.de
      web:    www.web-reg.de
      
      'Cardware'
      This DLL was written by Kurt Annen (www.web-reg.de/contact.html)
      If you like the program, please send me a postcard.

      
      data   - Array/Pointer (double) of raw data
      nobs   - Number of observations (data legth / Unsigned int)
      lambda - the smoothing parameter (double)
      output - Array/Pointer (double) where the filtered data will be stored
               Must be the same length as data.
      ret    - Boolean parameter. if ret is true, then the trend will be calculated
               otherwise the cyclical component will be calculated          
      
      
      Error codes
      
    ------- Errorcode ---------- Description --------------
            0         |          EXIT_SUCCESS
    ------------------------------------------------------- 
            1         |          nobs < 5
    -------------------------------------------------------  
            2         |          memory problem
    -------------------------------------------------------    
            3         |          singular Matrix
    -------------------------------------------------------  
    
    
    Using this DLL in VB
    
    1. Declare the function 
    
    Public Declare Function hp_filter Lib "HP_Filter.dll" _
   (ByRef Data As Double, ByVal nobs As Long, ByVal lambda As Double, _
   ByRef out As Double, ByVal ret As Boolean) As Long 
   
    2. Now you can use the filter
    
    i.e.
    Dim X(10) As Double, Y(10) As Double, error as long
    error = hp_filter(X(0), 10, 1600, Y(0), False)                    
      
*/      




#include <windows.h>
#ifndef _HP_FILTER_H_
#define _HP_FILTER_H_
#ifdef __cplusplus
extern "C"
{
#endif		/* __cplusplus */
#if BUILDING_DLL
# define DLLEXPORT __declspec (dllexport)

#endif /* Not BUILDING_DLL */


DLLEXPORT int hp_filter(double *data, UINT nobs, double lambda, double *output, BOOL ret);

#ifdef __cplusplus
}
#endif		/* __cplusplus */
#endif /* _HP_FILTER_H_ */