Your code does not compile:
Syntax error (UnsupportedOperationException) compiling recur at ... .
Can only recur from tail position
You have to replace the recurs with explicit recursive calls to my-filter:
(defn my-filter [p xs]
(if (p (first xs))
(cons (first xs) (my-filter p (next xs)))
(my-filter p (next xs))))
Now it compiles, but ...
(my-filter odd? [])
Execution error (IllegalArgumentException) at ...
Argument must be an integer:
You need to check that the sequence argument xs is not empty before doing anything else with it:
(defn my-filter [p xs]
(when (seq xs)
(if (p (first xs))
(cons (first xs) (my-filter p (rest xs)))
(my-filter p (rest xs)))))
The when evaluates to nil if the condition fails. The nil, called on to be a sequence, behaves as an empty one. So ...
(my-filter odd? [])
=> nil
(my-filter odd? (range 10))
=> (1 3 5 7 9)
It works. However, it evaluates (first xs) twice, and mentions (my-filter p (rest xs)) twice. Factoring these out, we get
(defn my-filter [p xs]
(when (seq xs)
(let [head (first xs)
tail (my-filter p (rest xs))]
(if (p head) (cons head tail) tail))))
This uses direct recursion. So it runs out of stack on a long sequence:
(count (my-filter odd? (range 10000)))
Execution error (StackOverflowError) at ...
Wrapping the recursion in lazy-seq flattens the evaluation, devolving it to whatever explores the sequence:
(defn my-filter [p xs]
(lazy-seq
(when (seq xs)
(let [head (first xs)
tail (my-filter p (rest xs))]
(if (p head) (cons head tail) tail)))))
Now ...
(count (my-filter odd? (range 10000)))
=> 5000
If you want an eager version, you had better build the returned sequence as a vector:
(defn eager-filter [p coll]
(loop [answer [], coll (seq coll)]
(if-let [[x & xs] coll]
(recur
(if (p x) (conj answer x) answer)
xs)
(sequence answer))))
This won't run out of stack:
(count (eager-filter odd? (range 10000)))
=> 5000
But it can't handle an endless sequence:
(first (eager-filter odd? (range)))
Process finished with exit code 137 (interrupted by signal 9: SIGKILL)
I had to kill the process.