ycevo: Nonparametric Estimation of the Yield Curve Evolution
Nonparametric estimation of the discount rate and yield curve.
Koo, B., La Vecchia, D., & Linton, O. B. (2021) <doi:10.1016/j.jeconom.2020.04.014>
describe the application with the Center for Research in Security Prices (CRSP) Bond Data
and document the methods of this package.
| Version: |
0.1.2 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
dplyr, magrittr, Matrix, Rcpp (≥ 0.12.18), rlang, stats |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
testthat (≥ 3.0.0), knitr, plotly, rmarkdown, tidyverse |
| Published: |
2022-06-28 |
| Author: |
Bonsoo Koo [aut],
Nathaniel Tomasetti [aut],
Kai-Yang Goh [aut],
Yangzhuoran Fin Yang
 [aut, cre] |
| Maintainer: |
Yangzhuoran Fin Yang <yangyangzhuoran at gmail.com> |
| BugReports: |
https://github.com/bonsook/ycevo/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/bonsook/ycevo |
| NeedsCompilation: |
yes |
| Language: |
en-AU |
| Materials: |
README NEWS |
| CRAN checks: |
ycevo results |
Documentation:
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